+13.5%
KMB vs SCHG
+459.0%
-445.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -6.5% | -1.0% | -5.4% | -6.3% |
| 30D | -8.8% | -1.3% | -7.6% | -8.5% |
| 3M | -2.2% | +5.4% | -7.6% | -3.4% |
| 6M | +0.7% | +14.4% | -13.8% | -2.5% |
| YTD | +1.0% | +8.0% | -7.0% | -1.0% |
| 1Y | -20.3% | +12.7% | -33.0% | -22.8% |
| 3Y | -13.3% | +85.6% | -98.9% | -28.0% |
| 5Y | -12.9% | +85.5% | -98.5% | -29.1% |
| All | +13.5% | +459.0% | -445.5% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling