+1,098.7%
KEYS vs SCHG
+553.4%
+545.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.2% |
| 7D | +3.5% | -1.0% | +4.5% | +4.5% |
| 30D | -4.5% | -1.3% | -3.2% | -3.4% |
| 3M | -0.4% | +5.4% | -5.8% | -5.3% |
| 6M | +19.1% | +14.4% | +4.7% | +4.7% |
| YTD | +66.7% | +8.0% | +58.6% | +54.9% |
| 1Y | +96.5% | +12.7% | +83.7% | +75.8% |
| 3Y | +155.2% | +85.6% | +69.5% | +43.3% |
| 5Y | +88.0% | +85.5% | +2.5% | +4.8% |
| 10Y | +1,046.8% | +456.0% | +590.8% | +110.0% |
| All | +1,098.7% | +553.4% | +545.4% | +93.9% |
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 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