-44.5%
KHC vs PSA
+180.0%
-224.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.6% | -2.1% | -2.5% | -3.9% |
| 30D | +8.1% | +16.2% | -8.1% | +2.3% |
| 3M | 0.0% | +4.3% | -4.3% | -1.5% |
| 6M | +7.9% | +9.9% | -1.9% | +4.3% |
| YTD | +5.3% | +33.3% | -28.0% | -5.6% |
| 1Y | +5.1% | +25.8% | -20.7% | -3.8% |
| 3Y | -12.8% | +54.8% | -67.6% | -26.6% |
| 5Y | -16.2% | +27.5% | -43.7% | -26.2% |
| 10Y | -52.3% | +134.5% | -186.8% | -69.2% |
| All | -44.5% | +180.0% | -224.5% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling