+32.2%
EIX vs KIM
+65.6%
-33.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | +0.7% | +2.8% | -2.1% | -0.3% |
| 30D | +8.8% | +16.3% | -7.6% | +3.0% |
| 3M | -10.9% | +6.6% | -17.6% | -12.9% |
| 6M | -10.3% | +12.3% | -22.6% | -14.0% |
| YTD | +5.8% | +31.6% | -25.7% | -4.0% |
| 1Y | +11.4% | +31.5% | -20.1% | +1.0% |
| 3Y | +11.1% | +68.0% | -56.9% | -7.8% |
| 5Y | +18.5% | +38.7% | -20.2% | +3.2% |
| 10Y | +32.2% | +65.7% | -33.5% | +0.3% |
| All | +32.2% | +65.6% | -33.3% | +0.3% |
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