-24.6%
KVUE vs SAN
+380.8%
-405.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | -7.2% | -0.5% | -6.7% | -7.2% |
| 30D | -5.7% | -0.1% | -5.6% | -5.7% |
| 3M | +0.2% | +19.6% | -19.5% | -2.0% |
| 6M | 0.0% | +32.7% | -32.7% | -3.5% |
| YTD | +6.5% | +26.7% | -20.2% | +2.9% |
| 1Y | -1.4% | +51.6% | -53.1% | -6.9% |
| 3Y | -5.6% | +348.7% | -354.3% | -21.5% |
| All | -24.6% | +380.8% | -405.4% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling