-54.1%
KHC vs EIX
+30.9%
-85.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -2.0% | +0.7% | -2.8% | -2.2% |
| 30D | +9.7% | +8.8% | +0.9% | +7.2% |
| 3M | -2.0% | -10.9% | +8.9% | -0.4% |
| 6M | +5.4% | -10.3% | +15.7% | +6.7% |
| YTD | +5.9% | +5.8% | +0.1% | +1.7% |
| 1Y | +7.5% | +11.4% | -3.9% | +1.5% |
| 3Y | -12.4% | +11.1% | -23.5% | -19.1% |
| 5Y | -15.8% | +18.5% | -34.3% | -24.8% |
| 10Y | -54.1% | +32.2% | -86.3% | -64.5% |
| All | -54.1% | +30.9% | -85.0% | -64.5% |
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