-43.7%
KHC vs SBAC
+81.4%
-125.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.2% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | +12.0% | +11.2% | +0.8% | +8.4% |
| 3M | +0.2% | +4.5% | -4.3% | -1.3% |
| 6M | +10.3% | -12.2% | +22.5% | +13.9% |
| YTD | +6.7% | -0.1% | +6.9% | +5.2% |
| 1Y | +10.9% | -0.3% | +11.1% | +9.2% |
| 3Y | -12.6% | -8.7% | -3.9% | -12.8% |
| 5Y | -16.3% | -40.2% | +23.9% | -6.3% |
| 10Y | -53.2% | +97.3% | -150.6% | -66.8% |
| All | -43.7% | +81.4% | -125.1% | -57.2% |
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