-13.0%
KMB vs EOSE
+44.0%
-57.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | -0.2% |
| 7D | -7.7% | +14.0% | -21.7% | -7.7% |
| 30D | -8.2% | -5.9% | -2.3% | -8.2% |
| 3M | -1.9% | -34.3% | +32.4% | -1.9% |
| 6M | -0.7% | -37.8% | +37.1% | -0.8% |
| YTD | +1.4% | -65.2% | +66.6% | +1.3% |
| 1Y | -19.1% | -41.9% | +22.8% | -19.6% |
| All | -13.0% | +44.0% | -57.0% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling