-9.8%
KGC vs ACGL
+21.8%
-31.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +2.0% | +2.9% |
| 7D | +11.1% | -1.1% | +12.2% | +10.7% |
| 30D | -3.7% | +13.1% | -16.9% | -0.2% |
| 3M | -17.2% | +9.8% | -27.0% | -14.9% |
| 6M | -27.3% | +15.3% | -42.6% | -23.1% |
| YTD | -18.5% | +12.7% | -31.3% | -16.4% |
| All | -9.8% | +21.8% | -31.6% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling