-13.5%
KHC vs EIX
+28.1%
-41.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.7% |
| 7D | -2.2% | +0.9% | -3.1% | -2.5% |
| 30D | -0.1% | -13.5% | +13.5% | +1.8% |
| 3M | +8.3% | -15.3% | +23.6% | +11.0% |
| 6M | +5.0% | -15.3% | +20.3% | +7.4% |
| YTD | +8.0% | +2.7% | +5.3% | +4.9% |
| 1Y | -1.1% | +17.4% | -18.5% | -7.4% |
| 3Y | -10.7% | -1.3% | -9.4% | -14.0% |
| 5Y | -13.5% | +27.2% | -40.7% | -22.3% |
| All | -13.5% | +28.1% | -41.6% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling