+14.7%
QLD vs KGC
-5.3%
+20.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | -0.5% |
| 7D | -9.4% | -6.8% | -2.6% | -7.4% |
| 30D | -17.1% | -9.2% | -7.9% | -14.6% |
| 3M | -10.4% | -9.1% | -1.3% | -9.4% |
| 6M | +0.7% | -25.7% | +26.4% | +8.7% |
| YTD | +17.7% | -23.6% | +41.4% | +19.3% |
| 1Y | +14.7% | -4.3% | +19.0% | +2.1% |
| All | +14.7% | -5.3% | +20.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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