+648.4%
EIX vs KMX
+392.6%
+255.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.8% |
| 30D | +8.9% | +3.0% | +5.9% | +8.4% |
| 3M | -9.8% | -7.8% | -2.0% | -9.2% |
| 6M | -10.2% | +34.3% | -44.5% | -13.3% |
| YTD | +5.9% | +40.2% | -34.3% | +1.2% |
| 1Y | +10.9% | +63.0% | -52.1% | +4.1% |
| 3Y | +10.2% | -14.5% | +24.7% | +9.0% |
| 5Y | +17.0% | -64.3% | +81.4% | +24.2% |
| 10Y | +35.1% | +2.8% | +32.3% | +27.8% |
| All | +648.4% | +392.6% | +255.8% | +576.6% |
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 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