+587.2%
KGC vs ARWR
+1,024.2%
-437.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -6.7% | -17.8% | +11.2% | -5.6% |
| 30D | -6.7% | -18.1% | +11.5% | -5.6% |
| 3M | -22.6% | -44.2% | +21.6% | -19.8% |
| 6M | -33.4% | -38.6% | +5.2% | -31.6% |
| YTD | -26.0% | -28.0% | +2.0% | -24.8% |
| 1Y | -18.3% | +16.1% | -34.4% | -19.3% |
| 3Y | +315.8% | +84.0% | +231.8% | +293.2% |
| 5Y | +225.7% | -35.4% | +261.1% | +215.4% |
| All | +587.2% | +1,024.2% | -437.0% | +519.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling