+534.7%
QQQ vs KGC
+637.7%
-103.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +3.6% | -6.7% | +10.3% | +4.3% |
| 30D | -6.7% | -6.7% | -0.1% | -6.2% |
| 3M | -7.0% | -22.6% | +15.5% | -4.9% |
| 6M | -4.7% | -33.4% | +28.8% | -1.3% |
| YTD | +11.1% | -26.0% | +37.0% | +13.2% |
| 1Y | +12.3% | -18.3% | +30.6% | +13.3% |
| 3Y | +83.3% | +315.8% | -232.5% | +56.8% |
| 5Y | +77.5% | +225.7% | -148.2% | +51.3% |
| All | +534.7% | +637.7% | -103.0% | +441.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling