-13.5%
KHC vs PSA
+15.2%
-28.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -0.1% | -8.2% | +8.1% | +2.5% |
| 3M | +8.3% | -2.1% | +10.5% | +9.2% |
| 6M | +5.0% | -0.2% | +5.2% | +5.0% |
| YTD | +8.0% | +18.5% | -10.5% | +2.7% |
| 1Y | -1.1% | +6.6% | -7.7% | -3.1% |
| 3Y | -10.7% | +24.5% | -35.2% | -15.8% |
| 5Y | -13.5% | +13.6% | -27.1% | -16.4% |
| All | -13.5% | +15.2% | -28.7% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling