-44.0%
KHC vs PSA
+178.0%
-222.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.3% | -2.1% | -1.2% | -2.5% |
| 30D | +9.1% | +15.6% | -6.4% | +3.5% |
| 3M | +1.4% | +4.1% | -2.7% | -0.1% |
| 6M | +8.4% | +9.2% | -0.8% | +4.9% |
| YTD | +6.2% | +32.3% | -26.1% | -4.6% |
| 1Y | +5.7% | +26.2% | -20.5% | -3.4% |
| 3Y | -12.0% | +53.7% | -65.7% | -25.8% |
| 5Y | -15.3% | +26.6% | -41.9% | -25.2% |
| 10Y | -51.8% | +132.8% | -184.7% | -68.9% |
| All | -44.0% | +178.0% | -222.0% | -70.8% |
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