-43.7%
KHC vs EIX
+65.2%
-108.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.1% |
| 7D | +1.1% | +1.0% | +0.1% | +0.9% |
| 30D | +12.0% | +9.1% | +2.8% | +9.3% |
| 3M | +0.2% | -10.2% | +10.4% | +1.6% |
| 6M | +10.3% | -11.2% | +21.6% | +12.0% |
| YTD | +6.7% | +4.5% | +2.3% | +2.7% |
| 1Y | +10.9% | +10.9% | 0.0% | +4.7% |
| 3Y | -12.6% | +8.4% | -21.0% | -18.8% |
| 5Y | -16.3% | +18.0% | -34.3% | -25.4% |
| 10Y | -53.2% | +30.3% | -83.5% | -62.2% |
| All | -43.7% | +65.2% | -108.9% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling