See what your fund actually adds

Kensington Hedged Premium Income ETF KHPI

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

KHPI compared with its replication portfolio
MeasureKHPIReplication
Annualized growth12.0%11.7%
Annualized volatility8.3%8.4%
Sharpe ratio1.401.37
Maximum drawdown9.3%9.4%
Replication fit (R²)0.86 · Tracking error 3.1%

Replication portfolio

The published portfolio below is the investable basket used to model KHPI’s historical return behavior.

KHPI replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield54.3%
VUGStyle · Growth29.6%
XLPSector · Cons Staples10.6%
XLISector · Industrials2.8%
XLKSector · Technology2.8%