+224.5%
KEEL vs SCHG
+86.3%
+138.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +1.8% |
| 7D | +2.9% | -1.0% | +3.9% | +5.3% |
| 30D | +0.8% | -1.3% | +2.1% | +3.8% |
| 3M | -35.3% | +5.4% | -40.8% | -42.9% |
| 6M | +59.4% | +14.4% | +45.0% | +20.6% |
| YTD | +51.9% | +8.0% | +43.9% | +33.6% |
| 1Y | +75.0% | +12.7% | +62.3% | +45.4% |
| 3Y | +224.5% | +85.6% | +138.9% | +13.9% |
| All | +224.5% | +86.3% | +138.3% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling