+156.1%
SOXL vs KHC
-14.0%
+170.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -8.2% |
| 7D | +8.5% | -2.5% | +11.0% | +7.8% |
| 30D | -13.0% | +0.5% | -13.5% | -12.7% |
| 3M | -35.9% | +3.0% | -39.0% | -35.3% |
| 6M | +112.1% | +6.6% | +105.4% | +114.4% |
| YTD | +175.4% | +5.8% | +169.6% | +178.8% |
| 1Y | +304.9% | -2.2% | +307.1% | +313.9% |
| 3Y | +448.6% | -12.5% | +461.1% | +456.9% |
| 5Y | +156.1% | -13.6% | +169.7% | +178.9% |
| All | +156.1% | -14.0% | +170.1% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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