-60.8%
EOSE vs KMX
-29.7%
-31.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.7% |
| 7D | +1.8% | -3.1% | +4.9% | +3.2% |
| 30D | -6.8% | +4.4% | -11.3% | -9.3% |
| 3M | -36.3% | +18.9% | -55.2% | -43.0% |
| 6M | -38.8% | +44.3% | -83.0% | -51.9% |
| YTD | -65.5% | +58.7% | -124.2% | -74.8% |
| 1Y | -45.3% | +0.1% | -45.4% | -49.6% |
| 3Y | +44.2% | -24.4% | +68.6% | +49.8% |
| 5Y | -69.5% | -54.4% | -15.1% | -60.1% |
| All | -60.8% | -29.7% | -31.1% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling