+20.4%
KWEB vs SCHG
+667.0%
-646.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -5.6% | -1.0% | -4.5% | -4.6% |
| 30D | -10.7% | -1.3% | -9.4% | -9.7% |
| 3M | -7.4% | +5.4% | -12.9% | -12.1% |
| 6M | -19.3% | +14.4% | -33.7% | -29.1% |
| YTD | -27.8% | +8.0% | -35.8% | -33.0% |
| 1Y | -35.9% | +12.7% | -48.7% | -42.9% |
| 3Y | -1.9% | +85.6% | -87.5% | -48.3% |
| 5Y | -43.2% | +85.5% | -128.7% | -70.0% |
| 10Y | -21.2% | +456.0% | -477.2% | -88.2% |
| All | +20.4% | +667.0% | -646.6% | -88.7% |
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