+35.4%
EIX vs KIM
+63.0%
-27.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | +8.1% | +13.4% | -5.3% | +3.3% |
| 3M | -12.1% | +6.5% | -18.7% | -14.1% |
| 6M | -13.4% | +10.6% | -24.0% | -16.5% |
| YTD | +5.6% | +29.9% | -24.3% | -3.9% |
| 1Y | +7.8% | +29.6% | -21.7% | -1.7% |
| 3Y | +9.8% | +64.1% | -54.2% | -8.1% |
| 5Y | +18.8% | +35.3% | -16.4% | +4.4% |
| All | +35.4% | +63.0% | -27.6% | +5.7% |
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