+154.7%
QLD vs KGC
+350.6%
-195.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +6.1% |
| 7D | -1.4% | +11.1% | -12.6% | -4.3% |
| 30D | -19.6% | -3.7% | -15.8% | -18.9% |
| 3M | -14.1% | -17.2% | +3.1% | -10.5% |
| 6M | -13.6% | -27.3% | +13.7% | -7.4% |
| YTD | +12.5% | -18.5% | +31.1% | +15.8% |
| 1Y | +13.1% | -5.7% | +18.9% | +12.4% |
| 3Y | +154.7% | +336.5% | -181.7% | +75.7% |
| All | +154.7% | +350.6% | -195.9% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling