-37.7%
SOXS vs KHC
+11.0%
-48.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.6% | +8.5% | +5.0% |
| 7D | -28.4% | +2.0% | -30.5% | -31.2% |
| 30D | +19.4% | +10.6% | +8.8% | +0.6% |
| 3M | +28.2% | +0.5% | +27.6% | +30.1% |
| 6M | -37.7% | +12.1% | -49.8% | -46.3% |
| All | -37.7% | +11.0% | -48.7% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling