+222.0%
KGC vs ARWR
-34.9%
+256.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -6.7% | -17.8% | +11.2% | -4.7% |
| 30D | -6.7% | -18.1% | +11.5% | -4.7% |
| 3M | -22.6% | -44.2% | +21.6% | -17.4% |
| 6M | -33.4% | -38.6% | +5.2% | -29.9% |
| YTD | -26.0% | -28.0% | +2.0% | -23.7% |
| 1Y | -18.3% | +16.1% | -34.4% | -20.3% |
| 3Y | +315.8% | +84.0% | +231.8% | +271.4% |
| All | +222.0% | -34.9% | +256.9% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling