+286.2%
KGC vs ACGL
+159.2%
+127.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.3% |
| 7D | +10.5% | +0.9% | +9.6% | +10.4% |
| 30D | -4.1% | +13.7% | -17.8% | -5.4% |
| 3M | -13.1% | +8.0% | -21.1% | -13.9% |
| 6M | -27.5% | +13.3% | -40.8% | -28.7% |
| YTD | -20.7% | +11.8% | -32.6% | -22.1% |
| 1Y | -6.1% | +22.2% | -28.3% | -9.1% |
| 3Y | +318.6% | +32.5% | +286.1% | +295.4% |
| All | +286.2% | +159.2% | +127.0% | +189.4% |
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