+331.2%
KGC vs ACGL
+33.2%
+298.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.8% |
| 7D | +8.0% | +1.3% | +6.8% | +8.0% |
| 30D | -9.3% | +14.2% | -23.5% | -9.3% |
| 3M | -21.3% | +11.1% | -32.4% | -21.3% |
| 6M | -31.5% | +16.4% | -47.8% | -31.5% |
| YTD | -23.2% | +13.8% | -37.0% | -23.4% |
| 1Y | -15.0% | +21.6% | -36.6% | -15.8% |
| All | +331.2% | +33.2% | +298.0% | +356.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling