-56.0%
KHC vs PSKY
-75.1%
+19.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -2.5% | -6.0% | +3.5% | -1.9% |
| 30D | +0.5% | +10.7% | -10.1% | -0.6% |
| 3M | +3.0% | +1.2% | +1.9% | +2.8% |
| 6M | +6.6% | +1.5% | +5.1% | +6.0% |
| YTD | +5.8% | -21.8% | +27.5% | +7.7% |
| 1Y | -2.2% | -30.2% | +28.0% | +0.1% |
| 3Y | -12.5% | -20.1% | +7.5% | -14.7% |
| 5Y | -13.6% | -70.5% | +56.9% | -6.4% |
| All | -56.0% | -75.1% | +19.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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