+445.9%
KGC vs QSR
+40.5%
+405.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -5.6% | -4.0% | -1.6% | -4.0% |
| 30D | +6.1% | +2.8% | +3.4% | +5.1% |
| 3M | +17.3% | +5.1% | +12.2% | +14.9% |
| 6M | -10.3% | +8.8% | -19.1% | -14.0% |
| YTD | +3.9% | +14.8% | -11.0% | -3.1% |
| 1Y | +25.7% | +25.7% | 0.0% | +12.3% |
| 3Y | +526.0% | +27.5% | +498.4% | +438.9% |
| All | +445.9% | +40.5% | +405.4% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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