+658.7%
KGC vs ACM
+128.0%
+530.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +9.2% | -12.9% | +22.1% | +11.7% |
| 3M | +16.7% | -6.4% | +23.1% | +17.7% |
| 6M | -7.0% | -29.2% | +22.2% | -1.6% |
| YTD | +7.5% | -29.9% | +37.4% | +13.8% |
| 1Y | +34.4% | -47.3% | +81.6% | +49.3% |
| 3Y | +552.0% | -19.6% | +571.6% | +569.0% |
| 5Y | +454.5% | +5.5% | +449.0% | +449.6% |
| 10Y | +658.7% | +129.7% | +529.0% | +653.1% |
| All | +658.7% | +128.0% | +530.7% | +653.1% |
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