-25.4%
KHC vs SOXQ
+288.7%
-314.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -2.2% | +5.3% | -7.5% | -2.1% |
| 30D | -0.1% | -3.7% | +3.6% | -0.2% |
| 3M | +8.3% | -7.8% | +16.2% | +8.2% |
| 6M | +5.0% | +58.4% | -53.4% | +4.9% |
| YTD | +8.0% | +68.1% | -60.1% | +7.8% |
| 1Y | -1.1% | +105.4% | -106.5% | -1.7% |
| 3Y | -10.7% | +239.2% | -249.9% | -13.1% |
| 5Y | -13.5% | +266.9% | -280.4% | -17.3% |
| All | -25.4% | +288.7% | -314.1% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling