-14.3%
QLD vs KGC
-26.7%
+12.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.8% | -13.5% | -13.0% |
| 7D | -18.6% | 0.0% | -18.5% | -18.6% |
| 30D | -28.3% | -9.3% | -19.0% | -25.8% |
| 3M | -20.4% | -15.9% | -4.5% | -17.4% |
| 6M | -14.3% | -24.9% | +10.6% | -5.1% |
| All | -14.3% | -26.7% | +12.5% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling