+152.3%
ACN vs KGC
+637.7%
-485.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | -6.7% | +2.8% | -3.5% |
| 30D | +16.5% | -6.7% | +23.2% | +16.9% |
| 3M | +41.5% | -22.6% | +64.0% | +43.5% |
| 6M | +60.1% | -33.4% | +93.5% | +63.5% |
| YTD | -3.9% | -26.0% | +22.0% | -3.1% |
| 1Y | +4.1% | -18.3% | +22.4% | +4.1% |
| 3Y | -15.9% | +315.8% | -331.6% | -27.5% |
| 5Y | -26.3% | +225.7% | -252.0% | -37.0% |
| All | +152.3% | +637.7% | -485.4% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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