+1,351.8%
QLD vs KGC
+523.1%
+828.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.9% |
| 7D | -10.3% | +10.5% | -20.7% | -12.1% |
| 30D | -26.1% | -4.1% | -22.0% | -25.5% |
| 3M | -17.8% | -13.1% | -4.7% | -15.9% |
| 6M | -15.6% | -27.5% | +12.0% | -10.8% |
| YTD | +5.4% | -20.7% | +26.1% | +8.6% |
| 1Y | +5.2% | -6.1% | +11.3% | +5.1% |
| 3Y | +139.4% | +318.6% | -179.2% | +77.9% |
| 5Y | +66.7% | +289.9% | -223.2% | +21.2% |
| All | +1,351.8% | +523.1% | +828.8% | +994.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling