-8.0%
KMB vs EIX
+22.8%
-30.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -3.0% | -19.1% | +16.1% | +0.8% |
| 30D | -5.5% | -16.9% | +11.4% | -2.6% |
| 3M | +14.0% | -20.0% | +34.0% | +18.5% |
| 6M | +4.1% | -21.3% | +25.4% | +8.5% |
| YTD | +8.0% | -1.7% | +9.8% | +6.3% |
| 1Y | -13.7% | +9.6% | -23.3% | -17.5% |
| 3Y | -5.9% | -3.7% | -2.3% | -8.8% |
| All | -8.0% | +22.8% | -30.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling