-20.3%
ACHR vs KGC
+248.9%
-269.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +18.0% | +0.2% | +17.7% | +18.0% |
| 30D | +3.6% | -8.8% | +12.5% | +6.9% |
| 3M | -28.4% | -21.1% | -7.3% | -23.1% |
| 6M | -25.7% | -32.3% | +6.6% | -16.2% |
| YTD | -35.4% | -23.5% | -11.9% | -30.5% |
| 1Y | -45.6% | -15.0% | -30.7% | -43.5% |
| 3Y | -2.2% | +327.5% | -329.7% | -46.3% |
| 5Y | -20.3% | +244.3% | -264.6% | -53.7% |
| All | -20.3% | +248.9% | -269.2% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling