+133.4%
KR vs SCHG
+459.0%
-325.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | -0.2% | -1.0% | +0.9% | -0.1% |
| 30D | +5.1% | -1.3% | +6.3% | +5.2% |
| 3M | -8.2% | +5.4% | -13.6% | -8.7% |
| 6M | -18.0% | +14.4% | -32.4% | -19.4% |
| YTD | -4.8% | +8.0% | -12.8% | -5.8% |
| 1Y | -11.0% | +12.7% | -23.8% | -12.6% |
| 3Y | +37.7% | +85.6% | -47.9% | +22.0% |
| 5Y | +52.8% | +85.5% | -32.7% | +33.2% |
| All | +133.4% | +459.0% | -325.6% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling