+35.7%
KGC vs QS
-45.8%
+81.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +1.8% |
| 7D | -0.1% | -4.2% | +4.1% | +0.8% |
| 30D | +10.5% | -15.7% | +26.1% | +14.8% |
| 3M | +19.8% | -28.7% | +48.5% | +28.0% |
| 6M | -6.7% | -23.2% | +16.6% | -2.0% |
| YTD | +7.8% | -49.9% | +57.7% | +20.8% |
| 1Y | +35.7% | -38.8% | +74.5% | +47.0% |
| All | +35.7% | -45.8% | +81.4% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling