+7.0%
KHC vs SAN
+21.7%
-14.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -0.7% |
| 7D | -2.0% | +8.7% | -10.8% | -2.0% |
| 30D | +9.7% | -6.5% | +16.1% | +9.2% |
| 3M | -2.0% | -14.2% | +12.2% | -2.6% |
| 6M | +5.4% | +2.7% | +2.7% | +5.3% |
| YTD | +5.9% | +8.9% | -3.0% | +5.9% |
| All | +7.0% | +21.7% | -14.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling