+38.0%
SCHD vs KEEL
-58.5%
+96.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -21.4% | +19.2% | -2.4% |
| 7D | -0.5% | -28.6% | +28.0% | -0.8% |
| 30D | +7.8% | -52.4% | +60.3% | +7.1% |
| 3M | +6.1% | -58.0% | +64.1% | +5.4% |
| 6M | +13.6% | -53.3% | +66.8% | +12.3% |
| YTD | +32.3% | -29.8% | +62.1% | +29.4% |
| 1Y | +38.0% | -59.4% | +97.3% | +34.6% |
| All | +38.0% | -58.5% | +96.5% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling