+0.8%
SCHW vs KMB
+11.9%
-11.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.4% | +4.3% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | -4.7% | +14.0% | -18.7% | -5.2% |
| 3M | -11.9% | -1.3% | -10.6% | -11.8% |
| 6M | +2.7% | +16.7% | -14.0% | +2.9% |
| YTD | -5.6% | +12.0% | -17.6% | -5.7% |
| 1Y | +0.8% | +13.6% | -12.9% | +0.1% |
| All | +0.8% | +11.9% | -11.1% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling