+660.5%
KGC vs QID
-99.2%
+759.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.3% |
| 7D | -5.6% | +1.3% | -6.9% | -5.4% |
| 30D | +6.1% | +2.9% | +3.2% | +6.9% |
| 3M | +17.3% | -0.7% | +18.1% | +18.1% |
| 6M | -10.3% | -29.7% | +19.4% | -14.6% |
| YTD | +3.9% | -27.9% | +31.7% | -0.4% |
| 1Y | +25.7% | -34.6% | +60.3% | +19.1% |
| 3Y | +526.0% | -73.5% | +599.5% | +424.9% |
| 5Y | +455.5% | -81.0% | +536.5% | +359.8% |
| All | +660.5% | -99.2% | +759.7% | +370.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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