+105.2%
TQQQ vs KGC
+453.5%
-348.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -1.9% | -5.6% | +3.7% | +0.6% |
| 30D | -4.9% | +6.1% | -11.0% | -7.9% |
| 3M | -6.4% | +17.3% | -23.7% | -13.7% |
| 6M | +44.4% | -10.3% | +54.7% | +49.7% |
| YTD | +35.2% | +3.9% | +31.3% | +29.2% |
| 1Y | +49.5% | +25.7% | +23.8% | +29.7% |
| 3Y | +250.7% | +526.0% | -275.3% | +35.9% |
| All | +105.2% | +453.5% | -348.4% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling