+463.0%
KGC vs ACGL
+161.8%
+301.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.1% |
| 7D | -1.3% | -0.7% | -0.5% | -1.2% |
| 30D | +20.3% | -1.0% | +21.3% | +20.4% |
| 3M | +8.1% | +11.0% | -3.0% | +6.3% |
| 6M | -8.8% | -0.3% | -8.4% | -8.9% |
| YTD | +10.1% | +2.3% | +7.8% | +9.1% |
| 1Y | +44.2% | +6.4% | +37.8% | +41.8% |
| 3Y | +533.0% | +34.0% | +499.1% | +485.4% |
| All | +463.0% | +161.8% | +301.2% | +304.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling