+222.0%
KGC vs QID
-76.9%
+298.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +1.0% |
| 7D | -6.7% | -7.1% | +0.5% | -8.5% |
| 30D | -6.7% | +12.6% | -19.3% | -2.6% |
| 3M | -22.6% | +14.2% | -36.8% | -18.6% |
| 6M | -33.4% | +6.2% | -39.6% | -30.3% |
| YTD | -26.0% | -21.8% | -4.2% | -27.7% |
| 1Y | -18.3% | -23.1% | +4.8% | -20.3% |
| 3Y | +315.8% | -71.3% | +387.1% | +236.2% |
| All | +222.0% | -76.9% | +298.8% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling