+35.5%
KMB vs EIX
+34.9%
+0.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | -1.5% | -1.5% | -2.6% |
| 30D | +9.1% | +8.1% | +0.9% | +7.2% |
| 3M | -0.4% | -12.1% | +11.7% | +1.5% |
| 6M | +13.0% | -13.4% | +26.4% | +15.4% |
| YTD | +10.3% | +5.6% | +4.8% | +7.2% |
| 1Y | +8.2% | +7.8% | +0.4% | +4.5% |
| 3Y | +0.4% | +9.8% | -9.5% | -5.0% |
| 5Y | -2.7% | +18.8% | -21.5% | -10.5% |
| All | +35.5% | +34.9% | +0.6% | +12.2% |
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