-47.1%
EOSE vs KIM
+9.1%
-56.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.3% | +12.2% | +9.7% |
| 7D | +19.0% | -0.8% | +19.8% | +18.5% |
| 30D | +1.6% | -5.1% | +6.7% | -2.2% |
| 3M | -52.0% | -0.6% | -51.3% | -52.7% |
| 6M | -42.5% | +2.4% | -44.9% | -43.9% |
| YTD | -66.1% | +19.0% | -85.2% | -65.0% |
| 1Y | -47.1% | +8.4% | -55.6% | -44.3% |
| All | -47.1% | +9.1% | -56.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling