-42.1%
KWEB vs SCHG
+84.3%
-126.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -5.6% | -1.0% | -4.5% | -4.7% |
| 30D | -10.7% | -1.3% | -9.4% | -9.8% |
| 3M | -7.4% | +5.4% | -12.9% | -11.7% |
| 6M | -19.3% | +14.4% | -33.7% | -28.3% |
| YTD | -27.8% | +8.0% | -35.8% | -32.6% |
| 1Y | -35.9% | +12.7% | -48.7% | -42.3% |
| 3Y | -1.9% | +85.6% | -87.5% | -46.7% |
| All | -42.1% | +84.3% | -126.4% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling