Asset Allocation
Find the right asset allocation for KHLHCON2025
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in KHLHCON2025, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio KHLHCON2025 | 0.16% | 1.72% | 10.95% | 11.52% | — | — | — | — |
| Portfolio components: | ||||||||
AAPL Apple Inc | -1.89% | 2.90% | 11.12% | 8.71% | 48.46% | 19.11% | 19.46% | 29.63% |
ABBV AbbVie Inc. | -1.83% | 10.68% | -0.77% | 1.62% | 21.34% | 21.59% | 18.74% | 18.63% |
ADP Automatic Data Processing, Inc. | -1.24% | 7.55% | -10.21% | -10.14% | -28.14% | 4.26% | 5.16% | 12.50% |
AMGN Amgen Inc. | -1.10% | 5.02% | 7.16% | 9.19% | 22.66% | 20.11% | 11.06% | 11.65% |
AMZN Amazon.com, Inc | -0.33% | -10.07% | 6.24% | 8.08% | 14.82% | 25.71% | 8.37% | 21.19% |
BA The Boeing Company | 0.22% | -9.03% | -0.55% | 4.68% | 2.43% | -0.21% | -2.74% | 6.08% |
BAC Bank of America Corporation | -0.37% | 5.06% | -1.43% | 0.58% | 21.86% | 25.47% | 7.45% | 17.09% |
BNY The Bank of New York Mellon Corporation | -0.43% | 8.64% | 23.16% | 24.93% | 59.92% | 51.12% | 26.33% | 16.08% |
BP BP p.l.c. | 1.75% | 2.03% | 28.98% | 25.19% | 57.32% | 13.14% | 15.26% | 9.14% |
BX Blackstone Inc. | -1.01% | -7.74% | -24.36% | -22.98% | -15.74% | 12.42% | 7.53% | 21.22% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 5, 2025, KHLHCON2025's average daily return is +0.12%, while the average monthly return is +2.31%. At this rate, an investment would double in approximately 2.5 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +10.3%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.
On a daily basis, KHLHCON2025 closed higher 56% of trading days. The best single day was Mar 31, 2026 with a return of +3.3%, while the worst single day was Jun 5, 2026 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.60% | -1.59% | -4.72% | 10.28% | 8.52% | -2.70% | 10.95% | ||||||
| 2025 | 4.87% | 5.12% | 1.48% | 0.21% | 12.10% |
Benchmark Metrics
KHLHCON2025 has an annualized alpha of 11.77%, beta of 1.04, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 05, 2025.
- This portfolio captured 158.37% of S&P 500 Index gains and 104.94% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 11.77% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.04 and R2 of 0.90, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 11.77%
- Beta
- 1.04
- R²
- 0.90
- Upside Capture
- 158.37%
- Downside Capture
- 104.94%
Expense Ratio
KHLHCON2025 has an expense ratio of 0.00%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for KHLHCON2025 and compares them with S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 88 | 2.18 | 3.09 | 1.39 | 3.53 | 8.89 |
ABBV AbbVie Inc. | 66 | 0.88 | 1.37 | 1.17 | 1.24 | 2.77 |
ADP Automatic Data Processing, Inc. | 8 | -1.16 | -1.68 | 0.80 | -0.72 | -1.33 |
AMGN Amgen Inc. | 66 | 0.83 | 1.40 | 1.17 | 1.37 | 3.21 |
AMZN Amazon.com, Inc | 56 | 0.49 | 0.89 | 1.11 | 0.68 | 1.64 |
BA The Boeing Company | 42 | 0.08 | 0.35 | 1.04 | 0.10 | 0.22 |
BAC Bank of America Corporation | 68 | 1.02 | 1.45 | 1.19 | 1.22 | 3.15 |
BNY The Bank of New York Mellon Corporation | 94 | 3.03 | 3.76 | 1.49 | 5.93 | 16.81 |
BP BP p.l.c. | 89 | 2.14 | 2.62 | 1.35 | 4.93 | 14.19 |
BX Blackstone Inc. | 25 | -0.46 | -0.45 | 0.95 | -0.35 | -0.66 |
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Dividends
Dividend yield
KHLHCON2025 provided a 1.12% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.12% | 1.10% | 1.17% | 1.27% | 1.35% | 1.21% | 1.34% | 1.34% | 1.60% | 1.52% | 1.67% | 1.93% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.35% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
ABBV AbbVie Inc. | 3.02% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ADP Automatic Data Processing, Inc. | 2.83% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
AMGN Amgen Inc. | 2.83% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% |
BAC Bank of America Corporation | 2.09% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
BNY The Bank of New York Mellon Corporation | 1.50% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
BP BP p.l.c. | 4.57% | 5.64% | 6.20% | 4.71% | 3.94% | 4.83% | 9.21% | 6.52% | 6.41% | 5.66% | 6.37% | 7.63% |
BX Blackstone Inc. | 4.35% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the KHLHCON2025. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the KHLHCON2025 was 10.74%, occurring on Mar 30, 2026. Recovery took 13 trading sessions.
The current KHLHCON2025 drawdown is 3.61%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -10.74%Mar 2026 | 2mo 1d | 18d | 2mo 19dJan 2026 - Apr 2026 |
2025 pullback2025 | -3.80%Nov 2025 | 7d | 8d | 15dNov 2025 - Nov 2025 |
2026 pullback2026 | -3.76%Jun 2026 | 3d | — | 7d 12hJun 2026 - now |
2025 pullback2025 | -2.81%Dec 2025 | 6d | 5d | 11dDec 2025 - Dec 2025 |
2025 pullback2025 | -2.68%Oct 2025 | 1d | 14d | 15dOct 2025 - Oct 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 98 assets, with an effective number of assets of 20.66, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 2.33 |
The portfolio has a diversification ratio of 2.33, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
KHLHCON2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 5, 2025 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MS has the highest benchmark correlation at 0.66, while WTRG has the lowest at -0.21.
Portfolio Correlations
Correlation vs. KHLHCON2025. NVDA has the highest portfolio correlation at 0.65, while WTRG has the lowest at -0.25.
Asset Correlations Table
Find what KHLHCON2025 is missing
See which holdings overlap, where KHLHCON2025 is concentrated, and which low-correlation assets could fill the gaps.
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