+594.4%
EIX vs KMX
+475.4%
+119.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -19.1% | +1.9% | -21.0% | -19.2% |
| 30D | -16.9% | +11.7% | -28.6% | -17.9% |
| 3M | -20.0% | +34.9% | -54.9% | -22.6% |
| 6M | -21.3% | +50.3% | -71.6% | -25.0% |
| YTD | -1.7% | +63.8% | -65.5% | -7.5% |
| 1Y | +9.6% | +3.8% | +5.7% | +7.4% |
| 3Y | -3.7% | -24.3% | +20.6% | -3.5% |
| 5Y | +22.6% | -50.2% | +72.8% | +25.8% |
| 10Y | +17.7% | +5.4% | +12.3% | +10.7% |
| All | +594.4% | +475.4% | +119.0% | +518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling