+277.9%
SCHW vs KHC
-41.4%
+319.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | -0.4% | -0.1% | -0.3% | -0.5% |
| 3M | +21.7% | +8.3% | +13.3% | +18.2% |
| 6M | +13.0% | +5.0% | +8.0% | +10.4% |
| YTD | +8.0% | +8.0% | 0.0% | +4.2% |
| 1Y | +15.8% | -1.1% | +16.9% | +14.7% |
| 3Y | +87.7% | -10.7% | +98.4% | +88.2% |
| 5Y | +59.7% | -13.5% | +73.2% | +59.2% |
| 10Y | +292.9% | -55.4% | +348.3% | +323.3% |
| All | +277.9% | -41.4% | +319.4% | +243.2% |
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