+202.9%
KMB vs SCHG
+1,135.4%
-932.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | -5.0% | -1.5% | -3.5% | -4.6% |
| 3M | +6.6% | +4.4% | +2.2% | +5.1% |
| 6M | +1.0% | +15.7% | -14.7% | -3.5% |
| YTD | +6.0% | +8.3% | -2.3% | +3.1% |
| 1Y | -16.6% | +14.2% | -30.9% | -20.3% |
| 3Y | -8.6% | +88.3% | -96.9% | -27.7% |
| 5Y | -10.9% | +83.5% | -94.3% | -30.3% |
| 10Y | +16.8% | +444.2% | -427.4% | -46.2% |
| All | +202.9% | +1,135.4% | -932.5% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling