-5.6%
KMB vs SAN
+339.3%
-344.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -3.0% | +1.8% | -4.8% | -3.2% |
| 30D | -5.5% | +2.0% | -7.5% | -5.6% |
| 3M | +14.0% | +19.7% | -5.7% | +12.4% |
| 6M | +4.1% | +30.6% | -26.5% | +1.9% |
| YTD | +8.0% | +28.8% | -20.8% | +5.6% |
| 1Y | -13.7% | +57.8% | -71.5% | -16.8% |
| All | -5.6% | +339.3% | -344.9% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling