+1,631.1%
QLD vs KGC
+657.9%
+973.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +0.6% | -1.3% | +1.8% | +0.8% |
| 30D | -0.1% | +20.3% | -20.4% | -3.9% |
| 3M | -8.4% | +8.1% | -16.4% | -10.1% |
| 6M | +32.2% | -8.8% | +41.0% | +33.5% |
| YTD | +28.9% | +10.1% | +18.8% | +25.0% |
| 1Y | +43.8% | +44.2% | -0.4% | +32.0% |
| 3Y | +176.6% | +533.0% | -356.4% | +91.3% |
| 5Y | +121.6% | +443.0% | -321.4% | +52.2% |
| All | +1,631.1% | +657.9% | +973.2% | +1,163.3% |
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