+552.9%
QQQ vs KGC
+692.5%
-139.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.6% |
| 7D | -1.3% | -8.4% | +7.2% | -0.4% |
| 30D | -1.4% | +6.3% | -7.7% | -2.1% |
| 3M | +2.3% | +22.4% | -20.2% | 0.0% |
| 6M | +16.9% | -11.4% | +28.3% | +17.6% |
| YTD | +15.6% | +3.1% | +12.5% | +14.3% |
| 1Y | +22.6% | +26.6% | -4.0% | +18.6% |
| 3Y | +93.5% | +525.6% | -432.0% | +60.2% |
| 5Y | +93.9% | +451.7% | -357.7% | +59.3% |
| All | +552.9% | +692.5% | -139.7% | +446.5% |
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