+294.5%
KEEL vs SCHG
+255.0%
+39.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +2.3% |
| 7D | +2.9% | -1.0% | +3.9% | +4.7% |
| 30D | +0.8% | -1.3% | +2.1% | +3.1% |
| 3M | -35.3% | +5.4% | -40.8% | -40.8% |
| 6M | +59.4% | +14.4% | +45.0% | +30.7% |
| YTD | +51.9% | +8.0% | +43.9% | +39.9% |
| 1Y | +75.0% | +12.7% | +62.3% | +54.6% |
| 3Y | +224.5% | +85.6% | +138.9% | +46.6% |
| 5Y | -35.9% | +85.5% | -121.4% | -67.6% |
| All | +294.5% | +255.0% | +39.4% | +74.1% |
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