+405.1%
KGC vs ARWR
-97.0%
+502.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -1.3% | +1.7% | -3.0% | -1.3% |
| 30D | +20.3% | -0.7% | +20.9% | +20.3% |
| 3M | +8.1% | +14.9% | -6.8% | +8.0% |
| 6M | -8.8% | +32.6% | -41.4% | -8.9% |
| YTD | +10.1% | +30.0% | -20.0% | +10.0% |
| 1Y | +44.2% | +208.4% | -164.1% | +43.7% |
| 3Y | +533.0% | +208.8% | +324.2% | +530.1% |
| 5Y | +443.0% | +27.8% | +415.2% | +441.2% |
| 10Y | +678.6% | +1,107.6% | -429.0% | +671.1% |
| All | +405.1% | -97.0% | +502.2% | +385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling