+28.2%
SOXS vs KHC
+2.8%
+25.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.6% | +8.5% | +4.4% |
| 7D | -28.4% | +2.0% | -30.5% | -31.5% |
| 30D | +19.4% | +10.6% | +8.8% | +2.4% |
| 3M | +28.2% | +0.5% | +27.6% | +21.1% |
| All | +28.2% | +2.8% | +25.3% | +21.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling