+113.6%
KEY vs EIX
+30.9%
+82.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.1% |
| 7D | -0.4% | +0.7% | -1.1% | -0.7% |
| 30D | +7.2% | +8.8% | -1.5% | +3.5% |
| 3M | -4.9% | -10.9% | +6.0% | -2.7% |
| 6M | +1.1% | -10.3% | +11.4% | +2.5% |
| YTD | +6.8% | +5.8% | +1.0% | -0.6% |
| 1Y | +23.3% | +11.4% | +11.9% | +11.8% |
| 3Y | +126.1% | +11.1% | +115.0% | +99.2% |
| 5Y | +15.2% | +18.5% | -3.3% | -3.4% |
| 10Y | +113.6% | +32.2% | +81.4% | +76.2% |
| All | +113.6% | +30.9% | +82.6% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling