+67.2%
QLD vs KGC
+286.2%
-219.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.6% |
| 7D | -10.3% | +10.5% | -20.7% | -13.0% |
| 30D | -26.1% | -4.1% | -22.0% | -25.3% |
| 3M | -17.8% | -13.1% | -4.7% | -15.2% |
| 6M | -15.6% | -27.5% | +12.0% | -8.5% |
| YTD | +5.4% | -20.7% | +26.1% | +9.5% |
| 1Y | +5.2% | -6.1% | +11.3% | +3.9% |
| 3Y | +139.4% | +318.6% | -179.2% | +39.2% |
| All | +67.2% | +286.2% | -219.1% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling