+238.6%
SCHD vs KHC
-54.1%
+292.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.0% | -1.0% | -0.9% | -1.7% |
| 30D | -0.4% | +1.9% | -2.3% | -1.1% |
| 3M | +5.7% | +3.2% | +2.5% | +4.4% |
| 6M | +11.9% | +10.0% | +1.9% | +8.0% |
| YTD | +26.4% | +6.7% | +19.7% | +22.9% |
| 1Y | +27.6% | -0.9% | +28.5% | +26.7% |
| 3Y | +54.9% | -13.6% | +68.5% | +58.6% |
| 5Y | +60.9% | -12.8% | +73.8% | +62.4% |
| All | +238.6% | -54.1% | +292.7% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling