+87.0%
SCHW vs KMB
-13.0%
+100.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.8% | -7.7% | +4.9% | -2.2% |
| 30D | -0.1% | -8.2% | +8.2% | +0.6% |
| 3M | +20.6% | -1.9% | +22.5% | +20.9% |
| 6M | +15.9% | -0.7% | +16.6% | +16.0% |
| YTD | +8.5% | +1.4% | +7.1% | +8.3% |
| 1Y | +17.8% | -19.1% | +37.0% | +19.7% |
| All | +87.0% | -13.0% | +100.0% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling