+13.1%
KMB vs SAN
+16.7%
-3.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | +0.5% | +4.9% | -4.5% | -0.1% |
| 30D | +12.4% | -13.0% | +25.4% | +14.0% |
| 3M | +1.0% | -18.9% | +19.9% | +3.2% |
| 6M | +12.1% | -4.1% | +16.3% | +12.5% |
| YTD | +11.6% | +2.6% | +9.0% | +9.5% |
| 1Y | +13.1% | +16.9% | -3.8% | +9.6% |
| All | +13.1% | +16.7% | -3.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling