-43.1%
KHC vs SBAC
+81.5%
-124.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -1.9% | +6.9% | -8.8% | -3.9% |
| 3M | +14.4% | -8.2% | +22.6% | +17.0% |
| 6M | +8.7% | -1.6% | +10.4% | +8.1% |
| YTD | +7.8% | -0.1% | +7.9% | +6.4% |
| 1Y | -1.5% | -0.5% | -1.1% | -2.8% |
| 3Y | -9.9% | -9.1% | -0.8% | -10.1% |
| 5Y | -10.7% | -43.8% | +33.1% | +2.3% |
| 10Y | -55.7% | +80.5% | -136.2% | -67.5% |
| All | -43.1% | +81.5% | -124.6% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling