+2,876.9%
TQQQ vs KGC
+698.0%
+2,178.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -1.9% | -5.6% | +3.7% | -0.3% |
| 30D | -4.9% | +6.1% | -11.0% | -6.8% |
| 3M | -6.4% | +17.3% | -23.7% | -11.0% |
| 6M | +44.4% | -10.3% | +54.7% | +48.2% |
| YTD | +35.2% | +3.9% | +31.3% | +32.2% |
| 1Y | +49.5% | +25.7% | +23.8% | +38.1% |
| 3Y | +250.7% | +526.0% | -275.3% | +109.2% |
| 5Y | +104.7% | +455.5% | -350.8% | +22.1% |
| All | +2,876.9% | +698.0% | +2,178.9% | +1,825.8% |
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