-100.0%
SQQQ vs KGC
+97.1%
-197.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | -0.2% |
| 7D | -4.2% | +2.4% | -6.6% | -3.6% |
| 30D | +2.4% | +9.2% | -6.8% | +4.8% |
| 3M | -5.7% | +16.7% | -22.4% | -0.8% |
| 6M | -46.6% | -7.0% | -39.6% | -45.6% |
| YTD | -42.7% | +7.5% | -50.2% | -39.3% |
| 1Y | -52.6% | +34.4% | -86.9% | -46.7% |
| 3Y | -89.8% | +552.0% | -641.8% | -83.2% |
| 5Y | -94.7% | +454.5% | -549.2% | -90.9% |
| 10Y | -100.0% | +658.7% | -758.6% | -99.9% |
| All | -100.0% | +97.1% | -197.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling