+51,384.6%
SCHW vs KMB
+1,787.1%
+49,597.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | -0.4% | -5.0% | +4.6% | +1.7% |
| 3M | +21.7% | +6.6% | +15.1% | +18.0% |
| 6M | +13.0% | +1.0% | +12.0% | +11.6% |
| YTD | +8.0% | +6.0% | +2.1% | +4.1% |
| 1Y | +15.8% | -16.6% | +32.5% | +22.7% |
| 3Y | +87.7% | -8.6% | +96.4% | +87.2% |
| 5Y | +59.7% | -10.9% | +70.5% | +58.6% |
| 10Y | +292.9% | +16.8% | +276.0% | +227.7% |
| All | +51,384.6% | +1,787.1% | +49,597.5% | +10,633.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling