+222.0%
KGC vs EOSE
-82.3%
+304.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.2% |
| 7D | -6.7% | +9.8% | -16.4% | -7.4% |
| 30D | -6.7% | -2.1% | -4.6% | -7.0% |
| 3M | -22.6% | -54.1% | +31.5% | -18.7% |
| 6M | -33.4% | -76.9% | +43.5% | -27.1% |
| YTD | -26.0% | -83.3% | +57.3% | -18.7% |
| 1Y | -18.3% | -87.4% | +69.1% | -8.8% |
| 3Y | +315.8% | +61.9% | +253.9% | +277.2% |
| All | +222.0% | -82.3% | +304.3% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling