+52.0%
KR vs EOSE
-70.0%
+122.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.7% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | +5.1% | -6.8% | +11.9% | +5.0% |
| 3M | -8.2% | -36.3% | +28.1% | -8.2% |
| 6M | -18.0% | -38.8% | +20.8% | -18.1% |
| YTD | -4.8% | -65.5% | +60.8% | -4.6% |
| 1Y | -11.0% | -45.3% | +34.3% | -11.5% |
| 3Y | +37.7% | +44.2% | -6.5% | +33.2% |
| All | +52.0% | -70.0% | +122.0% | +35.2% |
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 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