+9.6%
EIX vs KIM
+9.1%
+0.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.7% |
| 7D | -19.1% | -0.8% | -18.3% | -18.6% |
| 30D | -16.9% | -5.1% | -11.8% | -14.2% |
| 3M | -20.0% | -0.6% | -19.4% | -19.6% |
| 6M | -21.3% | +2.4% | -23.7% | -22.5% |
| YTD | -1.7% | +19.0% | -20.7% | -12.3% |
| 1Y | +9.6% | +8.4% | +1.1% | +2.6% |
| All | +9.6% | +9.1% | +0.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling