+35.9%
EIX vs KMX
-2.3%
+38.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +1.4% | +3.4% | -2.0% | +0.7% |
| 30D | +8.5% | +6.8% | +1.7% | +7.0% |
| 3M | -13.5% | -11.4% | -2.1% | -11.7% |
| 6M | -12.4% | +43.6% | -55.9% | -19.1% |
| YTD | +5.9% | +37.7% | -31.8% | -2.9% |
| 1Y | +7.6% | +53.0% | -45.4% | -3.8% |
| 3Y | +12.8% | -16.3% | +29.1% | +10.3% |
| 5Y | +19.2% | -64.2% | +83.5% | +38.3% |
| All | +35.9% | -2.3% | +38.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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