+551.1%
SCHD vs KMB
+141.1%
+410.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.1% | -7.7% | +4.6% | -0.1% |
| 30D | -0.8% | -8.2% | +7.4% | +2.4% |
| 3M | +6.2% | -1.9% | +8.1% | +6.6% |
| 6M | +11.8% | -0.7% | +12.5% | +11.3% |
| YTD | +26.0% | +1.4% | +24.6% | +24.1% |
| 1Y | +28.1% | -19.1% | +47.3% | +37.4% |
| 3Y | +54.6% | -12.6% | +67.2% | +58.2% |
| 5Y | +60.3% | -12.7% | +73.0% | +62.2% |
| 10Y | +242.1% | +14.5% | +227.7% | +199.2% |
| All | +551.1% | +141.1% | +410.0% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling