-47.1%
EOSE vs KMX
+5.0%
-52.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.8% | +10.6% |
| 7D | +19.0% | +1.9% | +17.1% | +18.5% |
| 30D | +1.6% | +11.7% | -10.1% | -1.0% |
| 3M | -52.0% | +34.9% | -86.9% | -55.6% |
| 6M | -42.5% | +50.3% | -92.8% | -49.5% |
| YTD | -66.1% | +63.8% | -129.9% | -70.9% |
| 1Y | -47.1% | +3.8% | -51.0% | -49.3% |
| All | -47.1% | +5.0% | -52.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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