+177.6%
KEEL vs SCHG
+16.6%
+161.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.4% | +6.3% |
| 7D | +7.8% | -0.7% | +8.5% | +10.3% |
| 30D | -11.7% | +0.2% | -11.9% | -12.6% |
| 3M | -41.5% | +2.2% | -43.7% | -45.2% |
| 6M | +54.9% | +15.0% | +39.9% | -0.3% |
| YTD | +47.7% | +9.2% | +38.5% | +17.4% |
| 1Y | +177.6% | +15.7% | +161.9% | +66.8% |
| All | +177.6% | +16.6% | +161.0% | +66.8% |
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