+222.0%
KGC vs QS
-90.5%
+312.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.8% |
| 7D | -6.7% | -14.0% | +7.4% | -5.1% |
| 30D | -6.7% | -6.4% | -0.3% | -6.0% |
| 3M | -22.6% | -40.3% | +17.7% | -18.4% |
| 6M | -33.4% | -57.5% | +24.1% | -27.7% |
| YTD | -26.0% | -64.7% | +38.7% | -18.7% |
| 1Y | -18.3% | -72.9% | +54.6% | -8.5% |
| 3Y | +315.8% | -33.5% | +349.2% | +307.3% |
| All | +222.0% | -90.5% | +312.5% | +287.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling