+540.6%
KEY vs SCHG
+1,145.2%
-604.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +1.1% |
| 7D | +2.2% | -0.7% | +2.9% | +2.9% |
| 30D | -3.0% | +0.2% | -3.2% | -3.3% |
| 3M | +3.3% | +2.2% | +1.1% | +0.5% |
| 6M | +9.2% | +15.0% | -5.8% | -6.1% |
| YTD | +10.6% | +9.2% | +1.5% | +0.2% |
| 1Y | +20.4% | +15.7% | +4.7% | +2.2% |
| 3Y | +121.8% | +87.3% | +34.6% | +11.8% |
| 5Y | +41.1% | +84.5% | -43.3% | -30.3% |
| 10Y | +168.5% | +448.7% | -280.2% | -67.2% |
| All | +540.6% | +1,145.2% | -604.6% | -73.6% |
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