+1,542.6%
QLD vs KGC
+635.9%
+906.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.1% |
| 7D | +12.5% | -4.1% | +16.6% | +13.4% |
| 30D | -15.7% | -11.6% | -4.1% | -13.7% |
| 3M | -11.9% | -24.5% | +12.6% | -7.4% |
| 6M | -10.3% | -34.6% | +24.3% | -3.3% |
| YTD | +15.6% | -26.2% | +41.8% | +20.9% |
| 1Y | +12.1% | -20.1% | +32.3% | +15.5% |
| 3Y | +150.7% | +312.4% | -161.7% | +87.1% |
| 5Y | +86.6% | +224.9% | -138.3% | +39.2% |
| All | +1,542.6% | +635.9% | +906.6% | +1,140.2% |
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