+4,224.1%
KO vs SCHW
+52,067.9%
-47,843.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.1% | -2.8% | +1.7% | -0.7% |
| 30D | +1.6% | -0.1% | +1.6% | +1.6% |
| 3M | +5.8% | +20.6% | -14.8% | +3.1% |
| 6M | +14.3% | +15.9% | -1.7% | +11.8% |
| YTD | +27.3% | +8.5% | +18.8% | +25.5% |
| 1Y | +33.2% | +17.8% | +15.3% | +29.7% |
| 3Y | +64.5% | +88.5% | -24.1% | +48.9% |
| 5Y | +83.1% | +60.6% | +22.5% | +66.4% |
| 10Y | +183.9% | +298.0% | -114.1% | +122.8% |
| All | +4,224.1% | +52,067.9% | -47,843.8% | +1,072.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling