+889.0%
EIX vs KIM
+3,315.9%
-2,426.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +1.0% | +4.1% | -3.1% | -0.1% |
| 30D | +9.1% | +16.8% | -7.7% | +4.7% |
| 3M | -10.2% | +5.7% | -15.9% | -11.5% |
| 6M | -11.2% | +9.7% | -20.9% | -13.4% |
| YTD | +4.5% | +30.2% | -25.7% | -2.6% |
| 1Y | +10.9% | +32.1% | -21.2% | +3.0% |
| 3Y | +8.4% | +58.6% | -50.2% | -4.2% |
| 5Y | +18.0% | +31.2% | -13.2% | +8.3% |
| 10Y | +30.3% | +66.7% | -36.4% | +5.3% |
| All | +889.0% | +3,315.9% | -2,426.9% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling