+587.2%
KGC vs QID
-99.0%
+686.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.8% |
| 7D | -6.7% | -7.1% | +0.5% | -8.0% |
| 30D | -6.7% | +12.6% | -19.3% | -3.7% |
| 3M | -22.6% | +14.2% | -36.8% | -19.6% |
| 6M | -33.4% | +6.2% | -39.6% | -31.1% |
| YTD | -26.0% | -21.8% | -4.2% | -27.2% |
| 1Y | -18.3% | -23.1% | +4.8% | -19.7% |
| 3Y | +315.8% | -71.3% | +387.1% | +257.1% |
| 5Y | +225.7% | -77.0% | +302.7% | +180.3% |
| All | +587.2% | -99.0% | +686.2% | +328.6% |
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