+587.2%
KGC vs ACGL
+324.4%
+262.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -6.7% | +2.2% | -8.8% | -6.8% |
| 30D | -6.7% | +12.3% | -19.0% | -7.6% |
| 3M | -22.6% | +11.8% | -34.4% | -23.4% |
| 6M | -33.4% | +17.5% | -50.9% | -34.5% |
| YTD | -26.0% | +14.3% | -40.3% | -27.1% |
| 1Y | -18.3% | +18.2% | -36.5% | -19.9% |
| 3Y | +315.8% | +33.2% | +282.6% | +300.8% |
| 5Y | +225.7% | +174.3% | +51.4% | +187.6% |
| All | +587.2% | +324.4% | +262.8% | +658.6% |
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