-59.4%
KEEL vs SCHG
+0.2%
-59.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -5.5% | -15.9% | -4.1% |
| 7D | -28.6% | -6.8% | -21.8% | -8.5% |
| 30D | -52.4% | -11.2% | -41.3% | -28.8% |
| 3M | -58.0% | -7.4% | -50.7% | -44.8% |
| 6M | -53.3% | -1.0% | -52.2% | -49.7% |
| YTD | -29.8% | +0.9% | -30.7% | -26.4% |
| 1Y | -59.4% | -0.2% | -59.2% | -55.2% |
| All | -59.4% | +0.2% | -59.5% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling