+16.8%
KMB vs SAN
+338.5%
-321.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.9% |
| 7D | -2.7% | +3.3% | -6.1% | -3.0% |
| 30D | -5.0% | +1.1% | -6.1% | -5.1% |
| 3M | +6.6% | +22.2% | -15.6% | +4.5% |
| 6M | +1.0% | +36.0% | -35.0% | -2.0% |
| YTD | +6.0% | +28.2% | -22.3% | +3.1% |
| 1Y | -16.6% | +54.1% | -70.8% | -20.3% |
| 3Y | -8.6% | +354.2% | -362.9% | -21.8% |
| 5Y | -10.9% | +387.3% | -398.1% | -25.3% |
| 10Y | +16.8% | +334.8% | -318.0% | -4.0% |
| All | +16.8% | +338.5% | -321.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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