+22.7%
EIX vs KIM
+29.1%
-6.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -13.5% | -1.7% | -11.8% | -12.9% |
| 3M | -15.3% | -0.8% | -14.4% | -15.0% |
| 6M | -15.3% | +4.4% | -19.7% | -16.6% |
| YTD | +2.7% | +21.2% | -18.5% | -4.1% |
| 1Y | +17.4% | +10.5% | +6.9% | +13.3% |
| 3Y | -1.3% | +47.5% | -48.8% | -14.4% |
| 5Y | +27.2% | +37.1% | -9.9% | +11.3% |
| 10Y | +22.7% | +29.5% | -6.7% | +7.5% |
| All | +22.7% | +29.1% | -6.4% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling