+1,007.5%
KEY vs EIX
+1,158.5%
-151.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | +5.1% | +9.1% | -4.0% | +2.3% |
| 3M | -7.1% | -10.2% | +3.1% | -5.6% |
| 6M | -4.4% | -11.2% | +6.9% | -2.8% |
| YTD | +4.0% | +4.5% | -0.5% | -0.2% |
| 1Y | +23.4% | +10.9% | +12.5% | +16.0% |
| 3Y | +113.9% | +8.4% | +105.5% | +99.7% |
| 5Y | +12.3% | +18.0% | -5.6% | +1.4% |
| 10Y | +125.5% | +30.3% | +95.2% | +93.3% |
| All | +1,007.5% | +1,158.5% | -151.0% | +423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling