+1,782.5%
KMB vs EIX
+1,083.9%
+698.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -3.0% | -19.1% | +16.1% | 0.0% |
| 30D | -5.5% | -16.9% | +11.4% | -3.0% |
| 3M | +14.0% | -20.0% | +34.0% | +17.7% |
| 6M | +4.1% | -21.3% | +25.4% | +7.7% |
| YTD | +8.0% | -1.7% | +9.8% | +7.2% |
| 1Y | -13.7% | +9.6% | -23.3% | -16.2% |
| 3Y | -5.9% | -3.7% | -2.3% | -7.5% |
| 5Y | -8.6% | +22.6% | -31.2% | -14.4% |
| 10Y | +17.3% | +17.7% | -0.4% | +7.3% |
| All | +1,782.5% | +1,083.9% | +698.6% | +874.6% |
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