+587.2%
KGC vs ACM
+132.6%
+454.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -6.7% | +5.6% | -12.3% | -7.6% |
| 30D | -6.7% | +20.8% | -27.5% | -9.9% |
| 3M | -22.6% | +11.4% | -34.0% | -24.1% |
| 6M | -33.4% | +0.9% | -34.4% | -33.9% |
| YTD | -26.0% | -24.8% | -1.2% | -22.8% |
| 1Y | -18.3% | -46.4% | +28.1% | -9.7% |
| 3Y | +315.8% | -9.2% | +325.0% | +318.0% |
| 5Y | +225.7% | +5.0% | +220.7% | +221.1% |
| All | +587.2% | +132.6% | +454.6% | +591.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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