-54.1%
KHC vs SBAC
+97.3%
-151.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.0% | +3.0% | -5.0% | -2.9% |
| 30D | +9.7% | +4.3% | +5.3% | +8.3% |
| 3M | -2.0% | +4.1% | -6.2% | -3.4% |
| 6M | +5.4% | -11.6% | +17.0% | +8.6% |
| YTD | +5.9% | +0.4% | +5.5% | +4.3% |
| 1Y | +7.5% | -1.1% | +8.6% | +6.2% |
| 3Y | -12.4% | -7.3% | -5.2% | -13.0% |
| 5Y | -15.8% | -40.8% | +24.9% | -5.4% |
| 10Y | -54.1% | +103.0% | -157.0% | -65.5% |
| All | -54.1% | +97.3% | -151.3% | -65.5% |
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