+62.9%
KO vs SCHW
+86.8%
-23.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.1% | -2.8% | +1.7% | -1.0% |
| 30D | +1.6% | -0.1% | +1.6% | +1.6% |
| 3M | +5.8% | +20.6% | -14.8% | +5.3% |
| 6M | +14.3% | +15.9% | -1.7% | +13.9% |
| YTD | +27.3% | +8.5% | +18.8% | +27.1% |
| 1Y | +33.2% | +17.8% | +15.3% | +32.4% |
| All | +62.9% | +86.8% | -23.8% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 3y: compounded portfolio wealth divided by compounded SCHW 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…
3y analysis · Full analysis span regression · 6 months rolling