-100.0%
SQQQ vs KHC
-41.4%
-58.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.5% |
| 7D | -4.2% | -2.2% | -1.9% | -5.7% |
| 30D | +2.4% | -0.1% | +2.5% | +2.4% |
| 3M | -5.7% | +8.3% | -14.0% | -0.7% |
| 6M | -46.6% | +5.0% | -51.5% | -45.0% |
| YTD | -42.7% | +8.0% | -50.7% | -40.0% |
| 1Y | -52.6% | -1.1% | -51.5% | -53.8% |
| 3Y | -89.8% | -10.7% | -79.1% | -90.5% |
| 5Y | -94.7% | -13.5% | -81.2% | -95.0% |
| 10Y | -100.0% | -55.4% | -44.6% | -100.0% |
| All | -100.0% | -41.4% | -58.5% | -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