-43.1%
KHC vs PSKY
-75.1%
+32.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -1.9% | +24.0% | -25.8% | -4.3% |
| 3M | +14.4% | +2.2% | +12.2% | +13.9% |
| 6M | +8.7% | -9.0% | +17.7% | +9.4% |
| YTD | +7.8% | -18.1% | +25.9% | +9.4% |
| 1Y | -1.5% | -25.1% | +23.6% | +0.2% |
| 3Y | -9.9% | -16.3% | +6.5% | -12.8% |
| 5Y | -10.7% | -70.4% | +59.6% | -2.5% |
| 10Y | -55.7% | -74.2% | +18.5% | -58.4% |
| All | -43.1% | -75.1% | +32.0% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling