-43.1%
KHC vs EIX
+55.4%
-98.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.8% | -19.1% | +17.3% | +3.0% |
| 30D | -1.9% | -16.9% | +15.0% | +1.8% |
| 3M | +14.4% | -20.0% | +34.4% | +19.9% |
| 6M | +8.7% | -21.3% | +30.0% | +14.3% |
| YTD | +7.8% | -1.7% | +9.5% | +5.6% |
| 1Y | -1.5% | +9.6% | -11.1% | -6.9% |
| 3Y | -9.9% | -3.7% | -6.2% | -13.2% |
| 5Y | -10.7% | +22.6% | -33.3% | -21.8% |
| 10Y | -55.7% | +17.7% | -73.4% | -62.9% |
| All | -43.1% | +55.4% | -98.5% | -59.2% |
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