+367.2%
KRE vs SCHG
+1,121.7%
-754.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -1.4% | -2.7% | +1.3% | +1.0% |
| 30D | -3.9% | -2.2% | -1.7% | -2.1% |
| 3M | +3.6% | +6.2% | -2.5% | -2.0% |
| 6M | +15.4% | +13.4% | +2.0% | +2.5% |
| YTD | +15.2% | +7.1% | +8.1% | +7.4% |
| 1Y | +16.5% | +12.5% | +3.9% | +3.6% |
| 3Y | +85.2% | +86.2% | -1.0% | +2.3% |
| 5Y | +33.1% | +83.9% | -50.8% | -27.9% |
| 10Y | +123.1% | +451.3% | -328.2% | -65.5% |
| All | +367.2% | +1,121.7% | -754.5% | -71.8% |
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