+521.5%
KGC vs ACM
+134.9%
+386.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +10.5% | +5.4% | +5.1% | +9.4% |
| 30D | -4.1% | +15.1% | -19.2% | -6.5% |
| 3M | -13.1% | -10.5% | -2.6% | -11.6% |
| 6M | -27.5% | -19.7% | -7.8% | -25.1% |
| YTD | -20.7% | -28.8% | +8.1% | -16.4% |
| 1Y | -6.1% | -47.9% | +41.8% | +4.3% |
| 3Y | +318.6% | -12.4% | +331.0% | +323.8% |
| 5Y | +289.9% | +0.6% | +289.4% | +288.1% |
| All | +521.5% | +134.9% | +386.6% | +499.6% |
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