+259.6%
SCHD vs KDP
+247.6%
+12.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +7.1% | +9.7% | -2.6% | +4.5% |
| 3M | +5.7% | +17.6% | -11.9% | +1.2% |
| 6M | +15.6% | +25.8% | -10.2% | +8.4% |
| YTD | +34.9% | +33.9% | +1.0% | +24.2% |
| 1Y | +37.4% | +38.9% | -1.5% | +25.1% |
| 3Y | +74.5% | +26.8% | +47.7% | +60.9% |
| 5Y | +63.7% | +16.3% | +47.3% | +54.3% |
| All | +259.6% | +247.6% | +12.0% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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