+538.5%
KGC vs ACM
+147.1%
+391.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +1.8% |
| 7D | +11.1% | +6.9% | +4.2% | +9.8% |
| 30D | -3.7% | +19.1% | -22.8% | -6.8% |
| 3M | -17.2% | -6.9% | -10.3% | -16.4% |
| 6M | -27.3% | -12.0% | -15.3% | -26.1% |
| YTD | -18.5% | -25.1% | +6.6% | -15.0% |
| 1Y | -5.7% | -45.4% | +39.7% | +3.8% |
| 3Y | +336.5% | -6.9% | +343.4% | +337.1% |
| 5Y | +298.7% | +3.7% | +295.0% | +293.6% |
| 10Y | +538.5% | +135.8% | +402.8% | +510.3% |
| All | +538.5% | +147.1% | +391.4% | +510.3% |
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