-60.8%
EOSE vs KIM
+188.6%
-249.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.8% | -1.7% | +3.5% | +2.9% |
| 30D | -6.8% | -3.0% | -3.9% | -5.3% |
| 3M | -36.3% | -8.9% | -27.4% | -33.6% |
| 6M | -38.8% | +2.4% | -41.1% | -40.7% |
| YTD | -65.5% | +18.3% | -83.9% | -70.0% |
| 1Y | -45.3% | +8.2% | -53.5% | -49.6% |
| 3Y | +44.2% | +44.0% | +0.1% | +13.3% |
| 5Y | -69.5% | +37.3% | -106.8% | -73.5% |
| All | -60.8% | +188.6% | -249.3% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling