+14.1%
QLD vs KGC
-20.2%
+34.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +7.0% | -6.7% | +13.7% | +9.3% |
| 30D | -14.3% | -6.7% | -7.7% | -12.6% |
| 3M | -16.0% | -22.6% | +6.6% | -10.1% |
| 6M | -14.2% | -33.4% | +19.2% | -4.7% |
| YTD | +12.8% | -26.0% | +38.7% | +16.2% |
| 1Y | +14.1% | -18.3% | +32.4% | +11.7% |
| All | +14.1% | -20.2% | +34.3% | +11.7% |
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