-57.3%
EOSE vs KIM
+195.6%
-252.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.1% | +10.4% |
| 7D | +41.4% | -0.3% | +41.8% | +41.7% |
| 30D | +3.6% | -1.7% | +5.3% | +4.5% |
| 3M | -35.7% | -0.8% | -34.9% | -36.5% |
| 6M | -29.9% | +4.4% | -34.3% | -32.8% |
| YTD | -62.5% | +21.2% | -83.7% | -67.8% |
| 1Y | -37.4% | +10.5% | -48.0% | -43.0% |
| 3Y | +55.8% | +47.5% | +8.3% | +20.8% |
| 5Y | -67.8% | +37.1% | -104.9% | -72.5% |
| All | -57.3% | +195.6% | -252.9% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling