+118.9%
EOG vs KGC
+698.0%
-579.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +1.5% | -5.6% | +7.1% | +1.9% |
| 30D | +2.9% | +6.1% | -3.2% | +2.4% |
| 3M | +8.7% | +17.3% | -8.6% | +7.1% |
| 6M | +12.9% | -10.3% | +23.2% | +13.1% |
| YTD | +43.8% | +3.9% | +40.0% | +41.6% |
| 1Y | +27.1% | +25.7% | +1.3% | +22.3% |
| 3Y | +25.9% | +526.0% | -500.1% | +1.0% |
| 5Y | +177.9% | +455.5% | -277.5% | +120.8% |
| All | +118.9% | +698.0% | -579.1% | +76.7% |
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