-45.8%
KHC vs PSKY
-84.1%
+38.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +2.1% |
| 7D | +6.3% | -24.6% | +30.9% | +8.2% |
| 30D | -2.4% | -36.1% | +33.7% | +0.6% |
| 3M | +2.2% | -54.8% | +57.0% | +6.0% |
| 6M | +2.2% | -54.8% | +57.0% | +6.0% |
| YTD | +2.2% | -54.8% | +57.0% | +6.0% |
| 1Y | +0.7% | -58.4% | +59.0% | +5.3% |
| 3Y | -11.4% | -40.7% | +29.3% | -14.8% |
| 5Y | -17.6% | -80.0% | +62.5% | -10.3% |
| 10Y | -57.3% | -84.4% | +27.1% | -58.8% |
| All | -45.8% | -84.1% | +38.3% | -50.3% |
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