+274.4%
KLAC vs SCHD
+54.6%
+219.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.6% |
| 7D | -2.7% | -2.0% | -0.7% | -1.0% |
| 30D | -13.2% | -0.4% | -12.8% | -13.1% |
| 3M | -25.0% | +5.7% | -30.7% | -29.7% |
| 6M | +23.6% | +11.9% | +11.7% | +8.9% |
| YTD | +49.2% | +26.4% | +22.8% | +14.1% |
| 1Y | +89.3% | +27.6% | +61.7% | +43.0% |
| 3Y | +274.4% | +54.9% | +219.4% | +125.0% |
| All | +274.4% | +54.6% | +219.7% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 3y: compounded portfolio wealth divided by compounded SCHD 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…
3y analysis · Full analysis span regression · 6 months rolling