-100.0%
SQQQ vs KGC
+698.0%
-798.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.4% |
| 7D | +1.8% | -5.6% | +7.4% | +0.2% |
| 30D | +4.2% | +6.1% | -2.0% | +6.4% |
| 3M | -3.3% | +17.3% | -20.6% | +2.7% |
| 6M | -43.6% | -10.3% | -33.4% | -42.9% |
| YTD | -41.9% | +3.9% | -45.7% | -38.1% |
| 1Y | -50.6% | +25.7% | -76.4% | -43.9% |
| 3Y | -89.3% | +526.0% | -615.3% | -80.3% |
| 5Y | -94.8% | +455.5% | -550.3% | -89.8% |
| All | -100.0% | +698.0% | -798.0% | -99.9% |
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