+96.0%
KEYS vs SCHG
+16.6%
+79.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.4% |
| 7D | +2.3% | -0.7% | +3.0% | +3.0% |
| 30D | -2.6% | +0.2% | -2.8% | -3.0% |
| 3M | -4.6% | +2.2% | -6.9% | -7.0% |
| 6M | +8.7% | +15.0% | -6.3% | -8.5% |
| YTD | +61.0% | +9.2% | +51.9% | +43.6% |
| 1Y | +96.0% | +15.7% | +80.3% | +66.1% |
| All | +96.0% | +16.6% | +79.4% | +66.1% |
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 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