+286.2%
KGC vs ACWI
+54.8%
+231.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +10.5% | -2.4% | +12.8% | +13.3% |
| 30D | -4.1% | -5.2% | +1.1% | +1.9% |
| 3M | -13.1% | -4.8% | -8.2% | -7.8% |
| 6M | -27.5% | -1.3% | -26.2% | -25.5% |
| YTD | -20.7% | +8.4% | -29.1% | -25.3% |
| 1Y | -6.1% | +11.0% | -17.1% | -13.4% |
| 3Y | +318.6% | +70.6% | +248.1% | +151.3% |
| All | +286.2% | +54.8% | +231.4% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling