+261.5%
KGC vs QS
-47.0%
+308.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +0.6% |
| 7D | -0.1% | -4.2% | +4.1% | +0.1% |
| 30D | +10.5% | -15.7% | +26.1% | +11.4% |
| 3M | +19.8% | -28.7% | +48.5% | +21.5% |
| 6M | -6.7% | -23.2% | +16.6% | -5.6% |
| YTD | +7.8% | -49.9% | +57.7% | +10.7% |
| 1Y | +35.7% | -38.8% | +74.5% | +38.2% |
| 3Y | +553.7% | -24.0% | +577.7% | +549.1% |
| 5Y | +461.7% | -75.6% | +537.3% | +459.2% |
| All | +261.5% | -47.0% | +308.5% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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