-10.7%
KHC vs SAN
+247.1%
-257.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +2.0% | +4.0% | -2.0% | +1.8% |
| 30D | +10.6% | -7.8% | +18.4% | +10.9% |
| 3M | +0.5% | -16.4% | +16.9% | +1.3% |
| 6M | +12.1% | +3.5% | +8.5% | +11.4% |
| YTD | +8.9% | +6.7% | +2.2% | +7.8% |
| 1Y | +7.5% | +14.5% | -7.0% | +5.6% |
| 3Y | -10.7% | +243.5% | -254.2% | -20.0% |
| All | -10.7% | +247.1% | -257.8% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling