+60.2%
SCHD vs KMB
-13.1%
+73.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.0% | -6.5% | +4.5% | -0.2% |
| 30D | -0.4% | -8.8% | +8.4% | +2.0% |
| 3M | +5.7% | -2.2% | +7.9% | +6.2% |
| 6M | +11.9% | +0.7% | +11.2% | +11.3% |
| YTD | +26.4% | +1.0% | +25.4% | +25.4% |
| 1Y | +27.6% | -20.3% | +47.9% | +35.3% |
| 3Y | +54.9% | -13.3% | +68.2% | +58.2% |
| All | +60.2% | -13.1% | +73.3% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 5y: compounded portfolio wealth divided by compounded KMB 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…
5y analysis · Full analysis span regression · 6 months rolling