+229.0%
KGC vs QID
-100.0%
+329.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.4% |
| 7D | -1.3% | -0.6% | -0.6% | -1.4% |
| 30D | +20.3% | 0.0% | +20.3% | +20.5% |
| 3M | +8.1% | +3.7% | +4.4% | +10.6% |
| 6M | -8.8% | -29.9% | +21.1% | -14.3% |
| YTD | +10.1% | -28.8% | +38.8% | +4.1% |
| 1Y | +44.2% | -37.2% | +81.4% | +33.3% |
| 3Y | +533.0% | -73.7% | +606.7% | +399.6% |
| 5Y | +443.0% | -80.7% | +523.7% | +330.9% |
| 10Y | +678.6% | -99.1% | +777.7% | +220.9% |
| All | +229.0% | -100.0% | +329.0% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling