+645.8%
EIX vs KMX
+378.0%
+267.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -1.5% | 0.0% | -1.4% | -1.5% |
| 30D | +8.1% | +3.5% | +4.6% | +7.7% |
| 3M | -12.1% | -10.4% | -1.7% | -11.3% |
| 6M | -13.4% | +37.6% | -51.0% | -16.6% |
| YTD | +5.6% | +36.1% | -30.5% | +1.2% |
| 1Y | +7.8% | +52.8% | -44.9% | +1.9% |
| 3Y | +9.8% | -17.0% | +26.9% | +9.0% |
| 5Y | +18.8% | -64.7% | +83.5% | +26.3% |
| 10Y | +34.4% | -4.0% | +38.5% | +27.9% |
| All | +645.8% | +378.0% | +267.8% | +576.4% |
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