+9.2%
KEY vs EOSE
-37.3%
+46.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.6% | -0.2% |
| 7D | +2.2% | +19.0% | -16.8% | +1.3% |
| 30D | -3.0% | +1.6% | -4.6% | -3.4% |
| 3M | +3.3% | -52.0% | +55.3% | +5.3% |
| 6M | +9.2% | -42.5% | +51.7% | +11.4% |
| All | +9.2% | -37.3% | +46.5% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 6mo: compounded portfolio wealth divided by compounded EOSE 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…
6mo analysis · Full analysis span regression · 6 months rolling