-14.8%
KMB vs SCHG
+16.6%
-31.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -4.2% | -0.7% | -3.5% | -4.2% |
| 30D | -6.6% | +0.2% | -6.8% | -6.6% |
| 3M | +12.6% | +2.2% | +10.4% | +13.0% |
| 6M | +2.9% | +15.0% | -12.2% | +3.3% |
| YTD | +6.8% | +9.2% | -2.4% | +5.3% |
| 1Y | -14.8% | +15.7% | -30.5% | -16.0% |
| All | -14.8% | +16.6% | -31.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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