+286.2%
KGC vs ARWR
-28.9%
+315.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.9% |
| 7D | +10.5% | -2.9% | +13.4% | +10.8% |
| 30D | -4.1% | -5.4% | +1.3% | -3.5% |
| 3M | -13.1% | -32.2% | +19.2% | -9.2% |
| 6M | -27.5% | -26.5% | -1.0% | -25.3% |
| YTD | -20.7% | -12.4% | -8.3% | -20.0% |
| 1Y | -6.1% | +46.9% | -52.9% | -10.5% |
| 3Y | +318.6% | +116.0% | +202.6% | +269.6% |
| All | +286.2% | -28.9% | +315.1% | +232.3% |
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