+293.7%
KGC vs EOSE
-60.6%
+354.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -5.6% | +1.8% | -7.4% | -5.8% |
| 30D | +6.1% | -6.8% | +13.0% | +6.3% |
| 3M | +17.3% | -36.3% | +53.6% | +20.0% |
| 6M | -10.3% | -38.8% | +28.5% | -8.6% |
| YTD | +3.9% | -65.5% | +69.4% | +8.5% |
| 1Y | +25.7% | -45.3% | +71.0% | +26.6% |
| 3Y | +526.0% | +44.2% | +481.8% | +461.8% |
| 5Y | +455.5% | -69.5% | +525.0% | +396.2% |
| All | +293.7% | -60.6% | +354.4% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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