-10.7%
KHC vs PSA
+24.4%
-35.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -0.1% | -8.2% | +8.1% | +3.1% |
| 3M | +8.3% | -2.1% | +10.5% | +9.4% |
| 6M | +5.0% | -0.2% | +5.2% | +5.1% |
| YTD | +8.0% | +18.5% | -10.5% | +1.3% |
| 1Y | -1.1% | +6.6% | -7.7% | -3.5% |
| 3Y | -10.7% | +24.5% | -35.2% | -16.2% |
| All | -10.7% | +24.4% | -35.1% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling