-54.3%
KHC vs EIX
+19.9%
-74.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.3% |
| 7D | -4.8% | +4.1% | -8.9% | -5.9% |
| 30D | +0.3% | -15.3% | +15.6% | +3.4% |
| 3M | +6.7% | -18.4% | +25.2% | +11.2% |
| 6M | +4.2% | -16.8% | +21.0% | +7.6% |
| YTD | +6.7% | -0.6% | +7.3% | +4.2% |
| 1Y | -1.4% | +10.7% | -12.1% | -7.0% |
| 3Y | -11.8% | -4.5% | -7.3% | -14.7% |
| 5Y | -13.4% | +24.0% | -37.4% | -24.2% |
| 10Y | -54.3% | +22.9% | -77.2% | -63.4% |
| All | -54.3% | +19.9% | -74.2% | -63.4% |
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 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