+27.2%
EIX vs KMX
-52.4%
+79.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +5.1% |
| 7D | +0.9% | -0.7% | +1.6% | +0.9% |
| 30D | -13.5% | +4.1% | -17.6% | -14.0% |
| 3M | -15.3% | +27.5% | -42.8% | -18.1% |
| 6M | -15.3% | +43.6% | -58.9% | -19.9% |
| YTD | +2.7% | +56.8% | -54.0% | -4.6% |
| 1Y | +17.4% | -1.3% | +18.8% | +16.1% |
| 3Y | -1.3% | -25.4% | +24.1% | -0.1% |
| 5Y | +27.2% | -53.9% | +81.1% | +30.7% |
| All | +27.2% | -52.4% | +79.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling