+1,448.4%
QLD vs KGC
+568.9%
+879.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | 0.0% |
| 7D | -3.8% | +8.0% | -11.8% | -5.3% |
| 30D | -20.5% | -9.3% | -11.2% | -19.1% |
| 3M | -14.6% | -21.3% | +6.7% | -11.0% |
| 6M | -14.7% | -31.5% | +16.8% | -8.8% |
| YTD | +11.2% | -23.2% | +34.4% | +15.4% |
| 1Y | +7.1% | -15.0% | +22.1% | +9.0% |
| 3Y | +141.1% | +328.7% | -187.6% | +78.7% |
| 5Y | +84.3% | +262.9% | -178.6% | +35.4% |
| All | +1,448.4% | +568.9% | +879.5% | +1,061.9% |
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