+959.8%
KDP vs SCHG
+1,135.4%
-175.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +8.5% | -1.5% | +9.9% | +9.0% |
| 3M | +6.6% | +4.4% | +2.2% | +4.8% |
| 6M | +17.1% | +15.7% | +1.3% | +10.4% |
| YTD | +19.0% | +8.3% | +10.7% | +15.0% |
| 1Y | +21.8% | +14.2% | +7.6% | +15.0% |
| 3Y | +6.4% | +88.3% | -81.8% | -20.2% |
| 5Y | +5.1% | +83.5% | -78.3% | -22.0% |
| 10Y | +175.8% | +444.2% | -268.4% | +13.7% |
| All | +959.8% | +1,135.4% | -175.6% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling