+52.5%
SOXX vs KHC
+11.6%
+40.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.9% | -1.0% |
| 7D | -13.7% | +6.6% | -20.3% | -10.4% |
| 30D | -23.6% | +16.5% | -40.1% | -16.8% |
| 3M | -16.9% | -3.0% | -13.9% | -16.8% |
| 6M | -2.4% | +17.4% | -19.8% | +6.1% |
| YTD | +49.8% | +10.3% | +39.5% | +62.7% |
| 1Y | +52.5% | +12.5% | +40.1% | +66.5% |
| All | +52.5% | +11.6% | +40.9% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling