+311.7%
KO vs SCHD
+550.6%
-238.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -1.1% | -3.1% | +2.0% | +1.1% |
| 30D | +1.6% | -0.8% | +2.4% | +2.2% |
| 3M | +5.8% | +6.2% | -0.5% | +1.4% |
| 6M | +14.3% | +11.8% | +2.5% | +5.5% |
| YTD | +27.3% | +26.0% | +1.4% | +7.9% |
| 1Y | +33.2% | +28.1% | +5.0% | +11.4% |
| 3Y | +64.5% | +54.6% | +9.9% | +18.1% |
| 5Y | +83.1% | +60.3% | +22.8% | +26.9% |
| 10Y | +183.9% | +242.1% | -58.2% | +7.1% |
| All | +311.7% | +550.6% | -238.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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