-12.7%
KMB vs SCHG
+81.2%
-93.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -7.7% | -2.7% | -4.9% | -7.5% |
| 30D | -8.2% | -2.2% | -6.0% | -8.1% |
| 3M | -1.9% | +6.2% | -8.1% | -2.3% |
| 6M | -0.7% | +13.4% | -14.0% | -1.6% |
| YTD | +1.4% | +7.1% | -5.7% | +0.8% |
| 1Y | -19.1% | +12.5% | -31.7% | -20.0% |
| 3Y | -12.6% | +86.2% | -98.8% | -19.5% |
| 5Y | -12.7% | +83.9% | -96.6% | -24.9% |
| All | -12.7% | +81.2% | -93.8% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling