-44.8%
ACHR vs KGC
+341.3%
-386.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -5.9% | -5.7% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -12.1% | +10.5% | -22.6% | -15.1% |
| 3M | +3.4% | +19.8% | -16.4% | -2.7% |
| 6M | -15.6% | -6.7% | -9.0% | -14.9% |
| YTD | -26.9% | +7.8% | -34.6% | -29.2% |
| 1Y | -34.8% | +35.7% | -70.4% | -40.7% |
| 3Y | -19.2% | +553.7% | -572.9% | -54.7% |
| 5Y | -43.8% | +461.7% | -505.5% | -69.1% |
| All | -44.8% | +341.3% | -386.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded KGC 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling