+287.3%
SCHD vs KHC
-41.4%
+328.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -1.1% | -2.2% | +1.1% | -0.5% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +7.4% | +8.3% | -0.9% | +4.4% |
| 6M | +12.4% | +5.0% | +7.4% | +10.0% |
| YTD | +27.5% | +8.0% | +19.5% | +23.4% |
| 1Y | +30.0% | -1.1% | +31.1% | +29.2% |
| 3Y | +56.5% | -10.7% | +67.2% | +58.6% |
| 5Y | +60.7% | -13.5% | +74.2% | +62.6% |
| 10Y | +237.8% | -55.4% | +293.2% | +274.1% |
| All | +287.3% | -41.4% | +328.7% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling