+174.3%
KGC vs ACM
+230.8%
-56.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.3% | -3.7% | +2.5% | -0.2% |
| 30D | +20.3% | -11.1% | +31.4% | +23.6% |
| 3M | +8.1% | -8.0% | +16.1% | +9.9% |
| 6M | -8.8% | -29.7% | +20.9% | -0.7% |
| YTD | +10.1% | -29.4% | +39.4% | +19.3% |
| 1Y | +44.2% | -46.4% | +90.6% | +67.8% |
| 3Y | +533.0% | -22.3% | +555.4% | +559.9% |
| 5Y | +443.0% | +4.5% | +438.5% | +421.0% |
| 10Y | +678.6% | +127.6% | +550.9% | +455.3% |
| All | +174.3% | +230.8% | -56.5% | +41.8% |
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