+121.0%
QLD vs KGC
+450.1%
-329.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | +0.6% | -1.3% | +1.8% | +0.9% |
| 30D | -0.1% | +20.3% | -20.4% | -5.9% |
| 3M | -8.4% | +8.1% | -16.4% | -11.1% |
| 6M | +32.2% | -8.8% | +41.0% | +33.9% |
| YTD | +28.9% | +10.1% | +18.8% | +22.3% |
| 1Y | +43.8% | +44.2% | -0.4% | +24.8% |
| 3Y | +176.6% | +533.0% | -356.4% | +44.3% |
| All | +121.0% | +450.1% | -329.1% | +10.0% |
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