+118.0%
KMI vs EIX
-4.8%
+122.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.2% |
| 7D | -1.8% | +4.1% | -5.8% | -2.5% |
| 30D | +0.1% | -15.3% | +15.4% | +2.1% |
| 3M | +1.2% | -18.4% | +19.6% | +3.9% |
| 6M | -3.9% | -16.8% | +12.9% | -1.9% |
| YTD | +17.5% | -0.6% | +18.1% | +14.0% |
| 1Y | +22.6% | +10.7% | +12.0% | +15.3% |
| All | +118.0% | -4.8% | +122.7% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling