-13.4%
KHC vs SPXS
-85.7%
+72.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.1% |
| 7D | -4.8% | +1.2% | -6.0% | -4.7% |
| 30D | +0.3% | +5.2% | -4.9% | +0.7% |
| 3M | +6.7% | -9.2% | +15.9% | +6.1% |
| 6M | +4.2% | -29.6% | +33.8% | +1.6% |
| YTD | +6.7% | -27.6% | +34.4% | +4.5% |
| 1Y | -1.4% | -36.7% | +35.3% | -4.5% |
| 3Y | -11.8% | -79.8% | +68.1% | -21.5% |
| 5Y | -13.4% | -85.9% | +72.5% | -23.5% |
| All | -13.4% | -85.7% | +72.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling