+454.5%
KGC vs QS
-74.6%
+529.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.5% |
| 7D | +2.4% | +2.2% | +0.3% | +2.2% |
| 30D | +9.2% | -8.1% | +17.3% | +10.1% |
| 3M | +16.7% | -27.0% | +43.8% | +19.8% |
| 6M | -7.0% | -16.4% | +9.4% | -5.8% |
| YTD | +7.5% | -46.4% | +53.8% | +12.7% |
| 1Y | +34.4% | -41.1% | +75.4% | +38.9% |
| 3Y | +552.0% | -18.6% | +570.6% | +526.7% |
| 5Y | +454.5% | -73.0% | +527.6% | +485.4% |
| All | +454.5% | -74.6% | +529.1% | +485.4% |
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