-52.4%
KHC vs SAN
+255.1%
-307.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.1% | +10.8% | -11.9% | -2.9% |
| 30D | +8.8% | -5.7% | +14.6% | +9.8% |
| 3M | -1.2% | -13.4% | +12.2% | +1.0% |
| 6M | +4.6% | +3.5% | +1.1% | +3.4% |
| YTD | +5.1% | +9.7% | -4.6% | +2.1% |
| 1Y | +6.2% | +20.9% | -14.6% | +1.2% |
| 3Y | -12.9% | +254.3% | -267.2% | -33.9% |
| 5Y | -16.8% | +304.2% | -321.0% | -40.1% |
| 10Y | -52.4% | +260.2% | -312.7% | -66.4% |
| All | -52.4% | +255.1% | -307.5% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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