-1.8%
KMB vs EOSE
-61.3%
+59.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.9% | -12.5% | -1.6% |
| 7D | -3.0% | +19.0% | -22.1% | -3.1% |
| 30D | -5.5% | +1.6% | -7.0% | -5.5% |
| 3M | +14.0% | -52.0% | +66.0% | +14.2% |
| 6M | +4.1% | -42.5% | +46.6% | +4.1% |
| YTD | +8.0% | -66.1% | +74.2% | +8.1% |
| 1Y | -13.7% | -47.1% | +33.4% | -13.9% |
| 3Y | -5.9% | +0.8% | -6.7% | -7.4% |
| 5Y | -8.6% | -71.7% | +63.0% | -13.8% |
| All | -1.8% | -61.3% | +59.5% | -3.1% |
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