-13.5%
KHC vs SAN
+381.9%
-395.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -2.2% | +3.3% | -5.5% | -2.5% |
| 30D | -0.1% | +1.1% | -1.2% | -0.2% |
| 3M | +8.3% | +22.2% | -13.9% | +6.5% |
| 6M | +5.0% | +36.0% | -31.1% | +2.1% |
| YTD | +8.0% | +28.2% | -20.3% | +5.4% |
| 1Y | -1.1% | +54.1% | -55.2% | -5.3% |
| 3Y | -10.7% | +354.2% | -365.0% | -23.7% |
| 5Y | -13.5% | +387.3% | -400.8% | -27.8% |
| All | -13.5% | +381.9% | -395.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling