+81.1%
QLD vs KGC
+296.2%
-215.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +6.0% |
| 7D | -1.4% | +11.1% | -12.6% | -4.6% |
| 30D | -19.6% | -3.7% | -15.8% | -18.8% |
| 3M | -14.1% | -17.2% | +3.1% | -10.1% |
| 6M | -13.6% | -27.3% | +13.7% | -6.5% |
| YTD | +12.5% | -18.5% | +31.1% | +16.0% |
| 1Y | +13.1% | -5.7% | +18.9% | +11.6% |
| 3Y | +154.7% | +336.5% | -181.7% | +46.3% |
| 5Y | +81.1% | +298.7% | -217.6% | +0.4% |
| All | +81.1% | +296.2% | -215.1% | +0.4% |
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