-51.2%
KHC vs SBAC
+111.6%
-162.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | -3.3% | -2.7% | -0.6% | -2.5% |
| 30D | +9.1% | +3.3% | +5.9% | +8.1% |
| 3M | +1.4% | +3.3% | -1.9% | +0.2% |
| 6M | +8.4% | -10.9% | +19.3% | +11.3% |
| YTD | +6.2% | -1.0% | +7.2% | +4.9% |
| 1Y | +5.7% | -4.5% | +10.2% | +5.5% |
| 3Y | -12.0% | -8.7% | -3.3% | -12.2% |
| 5Y | -15.3% | -40.6% | +25.2% | -5.1% |
| All | -51.2% | +111.6% | -162.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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