-1.3%
EIX vs KMX
-25.6%
+24.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +5.0% |
| 7D | +0.9% | -0.7% | +1.6% | +0.9% |
| 30D | -13.5% | +4.1% | -17.6% | -13.9% |
| 3M | -15.3% | +27.5% | -42.8% | -17.7% |
| 6M | -15.3% | +43.6% | -58.9% | -19.3% |
| YTD | +2.7% | +56.8% | -54.0% | -3.8% |
| 1Y | +17.4% | -1.3% | +18.8% | +17.5% |
| 3Y | -1.3% | -25.4% | +24.1% | -1.6% |
| All | -1.3% | -25.6% | +24.2% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling