+97.6%
KGC vs ACM
+233.3%
-135.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +10.5% | +5.4% | +5.1% | +9.0% |
| 30D | -4.1% | +15.1% | -19.2% | -7.7% |
| 3M | -13.1% | -10.5% | -2.6% | -10.8% |
| 6M | -27.5% | -19.7% | -7.8% | -23.8% |
| YTD | -20.7% | -28.8% | +8.1% | -14.2% |
| 1Y | -6.1% | -47.9% | +41.8% | +10.3% |
| 3Y | +318.6% | -12.4% | +331.0% | +323.1% |
| 5Y | +289.9% | +0.6% | +289.4% | +278.9% |
| 10Y | +501.8% | +161.3% | +340.6% | +310.4% |
| All | +97.6% | +233.3% | -135.7% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling