-11.7%
KR vs EIX
+7.5%
-19.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +1.5% | -19.1% | +20.6% | +2.2% |
| 30D | +4.1% | -16.9% | +21.0% | +4.4% |
| 3M | -5.2% | -20.0% | +14.8% | -4.6% |
| 6M | -12.8% | -21.3% | +8.5% | -12.3% |
| YTD | -4.6% | -1.7% | -2.9% | -6.2% |
| 1Y | -11.7% | +9.6% | -21.2% | -14.3% |
| All | -11.7% | +7.5% | -19.2% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling