-55.6%
KHC vs SPXS
-99.6%
+43.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.4% |
| 7D | -1.0% | +2.5% | -3.5% | -0.5% |
| 30D | +1.9% | +4.2% | -2.3% | +2.7% |
| 3M | +3.2% | -9.3% | +12.5% | +1.6% |
| 6M | +10.0% | -30.7% | +40.7% | +3.2% |
| YTD | +6.7% | -28.1% | +34.8% | +1.0% |
| 1Y | -0.9% | -35.1% | +34.2% | -7.8% |
| 3Y | -13.6% | -79.6% | +66.0% | -33.9% |
| 5Y | -12.8% | -86.3% | +73.4% | -34.0% |
| All | -55.6% | -99.6% | +43.9% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling