-13.6%
KHC vs SOXQ
+251.3%
-264.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -1.0% |
| 7D | -2.5% | +2.3% | -4.8% | -2.4% |
| 30D | +0.5% | -3.9% | +4.4% | +0.4% |
| 3M | +3.0% | -4.7% | +7.8% | +2.9% |
| 6M | +6.6% | +47.9% | -41.3% | +6.5% |
| YTD | +5.8% | +64.3% | -58.5% | +5.5% |
| 1Y | -2.2% | +95.7% | -97.9% | -2.8% |
| 3Y | -12.5% | +231.5% | -244.1% | -15.0% |
| 5Y | -13.6% | +255.0% | -268.6% | -18.0% |
| All | -13.6% | +251.3% | -264.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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