+98.6%
KEY vs EIX
+35.0%
+63.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | +6.9% | +8.9% | -2.0% | +3.2% |
| 3M | -5.0% | -9.8% | +4.8% | -3.3% |
| 6M | +0.7% | -10.2% | +10.9% | +2.1% |
| YTD | +6.5% | +5.9% | +0.5% | -1.0% |
| 1Y | +22.6% | +10.9% | +11.7% | +11.3% |
| 3Y | +125.3% | +10.2% | +115.1% | +99.2% |
| 5Y | +13.9% | +17.0% | -3.1% | -3.9% |
| All | +98.6% | +35.0% | +63.6% | +63.0% |
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