+59.6%
SCHW vs KHC
-14.2%
+73.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -2.8% | -2.5% | -0.2% | -2.5% |
| 30D | -0.1% | +0.5% | -0.6% | -0.2% |
| 3M | +20.6% | +3.0% | +17.5% | +20.0% |
| 6M | +15.9% | +6.6% | +9.3% | +14.8% |
| YTD | +8.5% | +5.8% | +2.7% | +7.4% |
| 1Y | +17.8% | -2.2% | +20.1% | +18.0% |
| 3Y | +88.5% | -12.5% | +101.1% | +89.4% |
| All | +59.6% | -14.2% | +73.8% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling