-12.9%
KMB vs EOSE
-69.1%
+56.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -4.1% |
| 7D | -8.6% | +15.0% | -23.6% | -8.7% |
| 30D | -7.5% | +2.5% | -10.0% | -7.6% |
| 3M | -0.6% | -33.7% | +33.1% | -0.5% |
| 6M | -1.5% | -32.7% | +31.2% | -1.6% |
| YTD | +1.6% | -63.8% | +65.4% | +1.8% |
| 1Y | -20.8% | -40.5% | +19.8% | -21.1% |
| 3Y | -12.4% | +50.4% | -62.8% | -15.1% |
| 5Y | -12.9% | -68.6% | +55.6% | -16.6% |
| All | -12.9% | -69.1% | +56.1% | -16.6% |
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