+238.6%
SCHD vs KDP
+172.7%
+65.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.0% | -3.7% | +1.7% | -1.0% |
| 30D | -0.4% | +6.2% | -6.6% | -2.0% |
| 3M | +5.7% | +1.2% | +4.5% | +5.1% |
| 6M | +11.9% | +15.3% | -3.5% | +7.4% |
| YTD | +26.4% | +14.8% | +11.6% | +21.3% |
| 1Y | +27.6% | +17.6% | +10.0% | +21.3% |
| 3Y | +54.9% | +2.1% | +52.8% | +51.4% |
| 5Y | +60.9% | +2.7% | +58.2% | +56.9% |
| All | +238.6% | +172.7% | +65.9% | +189.4% |
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