-100.0%
SOXS vs KHC
-41.0%
-59.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.6% | +8.5% | +12.7% |
| 7D | -28.4% | +2.0% | -30.5% | -27.7% |
| 30D | +19.4% | +10.6% | +8.8% | +24.7% |
| 3M | +28.2% | +0.5% | +27.6% | +24.1% |
| 6M | -37.7% | +12.1% | -49.8% | -36.8% |
| YTD | -91.6% | +8.9% | -100.5% | -91.8% |
| 1Y | -93.1% | +7.5% | -100.6% | -93.3% |
| 3Y | -99.7% | -10.7% | -89.0% | -99.7% |
| 5Y | -99.9% | -13.2% | -86.8% | -99.9% |
| 10Y | -100.0% | -50.6% | -49.4% | -100.0% |
| All | -100.0% | -41.0% | -59.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling