+38.7%
KMB vs SAN
+267.2%
-228.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.1% | -2.9% | +2.6% |
| 7D | +3.4% | +8.7% | -5.3% | +2.6% |
| 30D | +14.7% | -6.5% | +21.2% | +15.3% |
| 3M | +3.3% | -14.2% | +17.5% | +4.6% |
| 6M | +16.8% | +2.7% | +14.1% | +16.3% |
| YTD | +15.2% | +8.9% | +6.4% | +13.8% |
| 1Y | +13.3% | +23.4% | -10.1% | +10.6% |
| 3Y | +5.4% | +257.9% | -252.5% | -7.7% |
| 5Y | +2.7% | +297.8% | -295.0% | -12.3% |
| 10Y | +38.7% | +259.6% | -220.9% | +18.1% |
| All | +38.7% | +267.2% | -228.6% | +18.1% |
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