-55.4%
KHC vs SBAC
+76.8%
-132.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -0.1% | +3.2% | -3.3% | -1.0% |
| 3M | +8.3% | -5.1% | +13.4% | +9.7% |
| 6M | +5.0% | -2.1% | +7.1% | +4.6% |
| YTD | +8.0% | -0.5% | +8.5% | +6.8% |
| 1Y | -1.1% | +1.1% | -2.2% | -2.9% |
| 3Y | -10.7% | -7.4% | -3.3% | -11.4% |
| 5Y | -13.5% | -44.3% | +30.8% | -0.5% |
| 10Y | -55.4% | +77.6% | -133.0% | -66.6% |
| All | -55.4% | +76.8% | -132.2% | -66.6% |
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