+566.6%
SCHD vs KDP
+649.0%
-82.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +3.4% | +6.0% | -2.5% | +1.7% |
| 3M | +7.6% | +9.2% | -1.6% | +4.7% |
| 6M | +12.2% | +14.7% | -2.5% | +7.4% |
| YTD | +29.0% | +19.2% | +9.8% | +22.0% |
| 1Y | +30.3% | +15.2% | +15.1% | +24.1% |
| 3Y | +56.1% | +6.0% | +50.2% | +50.6% |
| 5Y | +60.4% | +5.4% | +55.0% | +54.5% |
| 10Y | +241.3% | +171.9% | +69.4% | +148.9% |
| All | +566.6% | +649.0% | -82.4% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling