+328.7%
KGC vs ACWI
+74.9%
+253.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.2% |
| 7D | +8.0% | -0.2% | +8.2% | +8.1% |
| 30D | -9.3% | -3.3% | -6.0% | -5.3% |
| 3M | -21.3% | -3.4% | -17.9% | -17.5% |
| 6M | -31.5% | +0.8% | -32.3% | -31.1% |
| YTD | -23.2% | +10.7% | -33.9% | -29.5% |
| 1Y | -15.0% | +11.6% | -26.6% | -22.4% |
| 3Y | +328.7% | +73.4% | +255.3% | +143.1% |
| All | +328.7% | +74.9% | +253.8% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling