-54.1%
KHC vs SAN
+267.2%
-321.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.8% |
| 7D | -2.0% | +8.7% | -10.8% | -3.4% |
| 30D | +9.7% | -6.5% | +16.1% | +10.7% |
| 3M | -2.0% | -14.2% | +12.2% | +0.3% |
| 6M | +5.4% | +2.7% | +2.7% | +4.3% |
| YTD | +5.9% | +8.9% | -3.0% | +3.0% |
| 1Y | +7.5% | +23.4% | -15.9% | +2.0% |
| 3Y | -12.4% | +257.9% | -270.4% | -33.6% |
| 5Y | -15.8% | +297.8% | -313.6% | -39.2% |
| 10Y | -54.1% | +259.6% | -313.7% | -67.5% |
| All | -54.1% | +267.2% | -321.3% | -67.5% |
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