-44.5%
KHC vs SAN
+175.4%
-219.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | -4.6% | +3.4% | -8.0% | -5.2% |
| 30D | +8.1% | -6.3% | +14.4% | +9.1% |
| 3M | 0.0% | -14.1% | +14.1% | +2.4% |
| 6M | +7.9% | +4.2% | +3.8% | +6.5% |
| YTD | +5.3% | +9.0% | -3.8% | +2.3% |
| 1Y | +5.1% | +18.8% | -13.6% | +0.4% |
| 3Y | -12.8% | +252.0% | -264.8% | -33.7% |
| 5Y | -16.2% | +299.5% | -315.7% | -39.5% |
| 10Y | -52.3% | +276.7% | -328.9% | -67.8% |
| All | -44.5% | +175.4% | -219.9% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling