-45.3%
ACHR vs KGC
+322.4%
-367.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.4% |
| 7D | -5.4% | -8.4% | +3.0% | -2.9% |
| 30D | -19.7% | +6.3% | -26.1% | -21.6% |
| 3M | +7.9% | +22.4% | -14.5% | +0.9% |
| 6M | -13.8% | -11.4% | -2.3% | -11.7% |
| YTD | -27.5% | +3.1% | -30.7% | -28.9% |
| 1Y | -33.9% | +26.6% | -60.6% | -38.7% |
| 3Y | -20.0% | +525.6% | -545.6% | -54.5% |
| 5Y | -44.0% | +451.7% | -495.6% | -68.8% |
| All | -45.3% | +322.4% | -367.7% | -69.5% |
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