+295.2%
SCHW vs KMB
+15.0%
+280.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.8% | -7.7% | +4.9% | -1.0% |
| 30D | -0.1% | -8.2% | +8.2% | +1.8% |
| 3M | +20.6% | -1.9% | +22.5% | +20.9% |
| 6M | +15.9% | -0.7% | +16.6% | +15.7% |
| YTD | +8.5% | +1.4% | +7.1% | +7.5% |
| 1Y | +17.8% | -19.1% | +37.0% | +22.9% |
| 3Y | +88.5% | -12.6% | +101.1% | +90.0% |
| 5Y | +60.6% | -12.7% | +73.3% | +60.3% |
| All | +295.2% | +15.0% | +280.2% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling