-54.3%
KHC vs PSA
+98.4%
-152.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.4% |
| 7D | -4.8% | -2.2% | -2.6% | -4.1% |
| 30D | +0.3% | -9.6% | +9.8% | +3.8% |
| 3M | +6.7% | -7.9% | +14.6% | +9.9% |
| 6M | +4.2% | -2.0% | +6.2% | +4.7% |
| YTD | +6.7% | +15.7% | -9.0% | +1.1% |
| 1Y | -1.4% | +5.8% | -7.2% | -3.8% |
| 3Y | -11.8% | +21.6% | -33.3% | -18.6% |
| 5Y | -13.4% | +13.1% | -26.5% | -20.1% |
| 10Y | -54.3% | +101.3% | -155.5% | -67.9% |
| All | -54.3% | +98.4% | -152.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling