-0.6%
KMB vs SAN
+267.8%
-268.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.6% |
| 7D | +0.5% | +4.9% | -4.5% | 0.0% |
| 30D | +12.4% | -13.0% | +25.4% | +13.7% |
| 3M | +1.0% | -18.9% | +19.9% | +2.8% |
| 6M | +12.1% | -4.1% | +16.3% | +12.4% |
| YTD | +11.6% | +2.6% | +9.0% | +10.9% |
| 1Y | +13.1% | +16.9% | -3.8% | +11.1% |
| 3Y | +1.6% | +239.1% | -237.5% | -10.3% |
| All | -0.6% | +267.8% | -268.4% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling