-56.6%
ACHR vs KGC
+202.4%
-258.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -3.5% | -7.4% | -9.8% |
| 7D | +11.9% | -4.1% | +16.0% | +13.6% |
| 30D | -2.5% | -11.6% | +9.2% | +1.3% |
| 3M | -31.2% | -24.5% | -6.6% | -25.6% |
| 6M | -32.2% | -34.6% | +2.3% | -23.9% |
| YTD | -42.4% | -26.2% | -16.3% | -37.7% |
| 1Y | -49.9% | -20.1% | -29.8% | -47.0% |
| 3Y | -12.9% | +312.4% | -325.3% | -44.1% |
| 5Y | -24.6% | +224.9% | -249.5% | -54.2% |
| All | -56.6% | +202.4% | -258.9% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling