-41.5%
ACHR vs KGC
+340.2%
-381.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.8% |
| 7D | +4.9% | +2.4% | +2.4% | +4.1% |
| 30D | +4.3% | +9.2% | -4.9% | +1.1% |
| 3M | +1.7% | +16.7% | -15.0% | -3.5% |
| 6M | -6.9% | -7.0% | +0.1% | -6.0% |
| YTD | -22.5% | +7.5% | -30.0% | -24.9% |
| 1Y | -31.5% | +34.4% | -65.8% | -37.5% |
| 3Y | -14.4% | +552.0% | -566.4% | -51.9% |
| 5Y | -41.6% | +454.5% | -496.2% | -67.9% |
| All | -41.5% | +340.2% | -381.7% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling