-84.8%
EOSE vs KIM
+33.1%
-117.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.6% | +9.1% | +15.2% |
| 7D | +9.7% | +10.6% | -0.9% | +18.9% |
| 30D | -34.6% | +17.5% | -52.0% | -24.8% |
| 3M | -50.8% | +4.7% | -55.5% | -49.8% |
| 6M | -66.5% | +13.1% | -79.6% | -63.5% |
| YTD | -81.3% | +32.1% | -113.4% | -76.1% |
| 1Y | -84.8% | +32.7% | -117.5% | -80.5% |
| All | -84.8% | +33.1% | -117.9% | -80.5% |
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