+314.8%
KGC vs QS
-28.5%
+343.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.8% | +4.3% | -2.6% |
| 7D | -4.1% | -5.6% | +1.5% | -3.4% |
| 30D | -11.6% | -5.8% | -5.8% | -11.1% |
| 3M | -24.5% | -39.2% | +14.6% | -20.4% |
| 6M | -34.6% | -53.9% | +19.4% | -29.3% |
| YTD | -26.2% | -62.8% | +36.6% | -19.4% |
| 1Y | -20.1% | -73.5% | +53.4% | -10.9% |
| All | +314.8% | -28.5% | +343.3% | +326.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling