+830.4%
EIX vs KIM
+3,058.9%
-2,228.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -19.1% | +0.4% | -19.5% | -19.1% |
| 30D | -16.9% | -4.0% | -12.9% | -16.0% |
| 3M | -20.0% | +0.5% | -20.6% | -20.1% |
| 6M | -21.3% | +3.6% | -24.9% | -22.0% |
| YTD | -1.7% | +20.4% | -22.1% | -6.4% |
| 1Y | +9.6% | +9.7% | -0.1% | +6.9% |
| 3Y | -3.7% | +46.0% | -49.7% | -13.0% |
| 5Y | +22.6% | +34.4% | -11.8% | +11.9% |
| 10Y | +17.7% | +29.3% | -11.6% | +1.0% |
| All | +830.4% | +3,058.9% | -2,228.5% | +378.3% |
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 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