-2.7%
KMB vs EOSE
-83.5%
+80.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -1.5% |
| 7D | -3.0% | -3.7% | +0.8% | -2.9% |
| 30D | +9.1% | -22.0% | +31.0% | +9.1% |
| 3M | -0.4% | -57.3% | +56.9% | -0.1% |
| 6M | +13.0% | -77.7% | +90.6% | +13.7% |
| YTD | +10.3% | -84.2% | +94.5% | +11.0% |
| 1Y | +8.2% | -89.5% | +97.7% | +9.2% |
| 3Y | +0.4% | +41.4% | -41.0% | -2.8% |
| 5Y | -2.7% | -83.0% | +80.3% | -15.8% |
| All | -2.7% | -83.5% | +80.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling