+568.9%
KGC vs ACGL
+332.0%
+236.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.9% |
| 7D | +8.0% | +1.3% | +6.8% | +7.9% |
| 30D | -9.3% | +14.2% | -23.5% | -10.4% |
| 3M | -21.3% | +11.1% | -32.4% | -22.1% |
| 6M | -31.5% | +16.4% | -47.8% | -32.5% |
| YTD | -23.2% | +13.8% | -37.0% | -24.4% |
| 1Y | -15.0% | +21.6% | -36.6% | -16.9% |
| 3Y | +328.7% | +33.5% | +295.2% | +313.4% |
| 5Y | +262.9% | +174.8% | +88.0% | +221.1% |
| 10Y | +568.9% | +330.4% | +238.5% | +823.0% |
| All | +568.9% | +332.0% | +236.9% | +823.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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