-100.0%
SOXS vs KHC
-13.2%
-86.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -16.6% | -4.8% | -11.8% | -15.7% |
| 30D | -4.4% | +0.3% | -4.7% | -4.3% |
| 3M | -26.2% | +6.7% | -32.9% | -25.8% |
| 6M | -99.3% | +4.2% | -103.4% | -99.3% |
| YTD | -99.5% | +6.7% | -106.3% | -99.5% |
| 1Y | -99.8% | -1.4% | -98.4% | -99.8% |
| 3Y | -100.0% | -11.8% | -88.2% | -100.0% |
| All | -100.0% | -13.2% | -86.8% | -100.0% |
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