+169.5%
KDP vs SCHG
+459.0%
-289.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -3.7% | -1.0% | -2.6% | -3.4% |
| 30D | +6.2% | -1.3% | +7.5% | +6.6% |
| 3M | +1.2% | +5.4% | -4.2% | -0.5% |
| 6M | +15.3% | +14.4% | +0.9% | +10.3% |
| YTD | +14.8% | +8.0% | +6.8% | +11.6% |
| 1Y | +17.6% | +12.7% | +4.9% | +12.6% |
| 3Y | +2.1% | +85.6% | -83.5% | -20.0% |
| 5Y | +2.7% | +85.5% | -82.8% | -20.9% |
| All | +169.5% | +459.0% | -289.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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