-43.7%
KHC vs PSLV
+260.5%
-304.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | -4.8% | +3.3% | -8.1% | -5.0% |
| 30D | +0.3% | +2.1% | -1.8% | +0.1% |
| 3M | +6.7% | +7.1% | -0.4% | +6.0% |
| 6M | +4.2% | -21.6% | +25.7% | +5.7% |
| YTD | +6.7% | -6.7% | +13.5% | +5.3% |
| 1Y | -1.4% | +59.3% | -60.7% | -8.0% |
| 3Y | -11.8% | +182.1% | -193.9% | -23.4% |
| 5Y | -13.4% | +162.6% | -176.0% | -24.7% |
| 10Y | -54.3% | +203.0% | -257.3% | -63.4% |
| All | -43.7% | +260.5% | -304.1% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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