+2.4%
KMB vs EOSE
-81.0%
+83.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +2.1% |
| 7D | +0.9% | +9.8% | -8.8% | +0.9% |
| 30D | +10.1% | -2.1% | +12.1% | +10.1% |
| 3M | 0.0% | -54.1% | +54.1% | +0.2% |
| 6M | +15.7% | -76.9% | +92.6% | +16.0% |
| YTD | +12.6% | -83.3% | +96.0% | +12.9% |
| 1Y | +10.1% | -87.4% | +97.6% | +10.5% |
| 3Y | +2.1% | +61.9% | -59.7% | +0.3% |
| 5Y | -0.7% | -82.1% | +81.4% | -5.7% |
| All | +2.4% | -81.0% | +83.3% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling