-55.4%
KHC vs SAN
+338.5%
-393.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.2% | +3.3% | -5.5% | -2.8% |
| 30D | -0.1% | +1.1% | -1.2% | -0.3% |
| 3M | +8.3% | +22.2% | -13.9% | +4.3% |
| 6M | +5.0% | +36.0% | -31.1% | -1.2% |
| YTD | +8.0% | +28.2% | -20.3% | +2.3% |
| 1Y | -1.1% | +54.1% | -55.2% | -9.7% |
| 3Y | -10.7% | +354.2% | -365.0% | -35.3% |
| 5Y | -13.5% | +387.3% | -400.8% | -40.0% |
| 10Y | -55.4% | +334.8% | -390.2% | -70.7% |
| All | -55.4% | +338.5% | -393.9% | -70.7% |
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