+0.8%
SCHW vs KHC
+11.6%
-10.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +4.6% |
| 7D | +5.2% | +6.6% | -1.4% | +5.2% |
| 30D | -4.7% | +16.5% | -21.2% | -4.4% |
| 3M | -11.9% | -3.0% | -9.0% | -12.3% |
| 6M | +2.7% | +17.4% | -14.6% | +4.2% |
| YTD | -5.6% | +10.3% | -16.0% | -4.2% |
| 1Y | +0.8% | +12.5% | -11.7% | +0.9% |
| All | +0.8% | +11.6% | -10.9% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling