-82.6%
EOSE vs KIM
+34.6%
-117.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.2% |
| 7D | +9.8% | +0.1% | +9.7% | +9.8% |
| 30D | -2.1% | +14.1% | -16.2% | -13.9% |
| 3M | -54.1% | +6.0% | -60.1% | -56.7% |
| 6M | -76.9% | +13.2% | -90.2% | -80.4% |
| YTD | -83.3% | +30.4% | -113.7% | -88.3% |
| 1Y | -87.4% | +31.0% | -118.5% | -91.3% |
| 3Y | +61.9% | +67.6% | -5.8% | -19.7% |
| All | -82.6% | +34.6% | -117.2% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling