-35.3%
KEEL vs SCHG
+84.3%
-119.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +1.8% |
| 7D | +2.9% | -1.0% | +3.9% | +5.4% |
| 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% | +20.3% |
| YTD | +51.9% | +8.0% | +43.9% | +34.0% |
| 1Y | +75.0% | +12.7% | +62.3% | +45.0% |
| 3Y | +224.5% | +85.6% | +138.9% | -5.9% |
| All | -35.3% | +84.3% | -119.6% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling