+566.6%
SCHD vs KEY
+483.1%
+83.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.3% | +2.2% | -2.5% | -0.9% |
| 30D | +3.4% | -3.0% | +6.5% | +4.3% |
| 3M | +7.6% | +3.3% | +4.3% | +6.4% |
| 6M | +12.2% | +9.2% | +3.0% | +8.9% |
| YTD | +29.0% | +10.6% | +18.3% | +24.5% |
| 1Y | +30.3% | +20.4% | +9.9% | +22.3% |
| 3Y | +56.1% | +121.8% | -65.7% | +18.6% |
| 5Y | +60.4% | +41.1% | +19.3% | +33.6% |
| 10Y | +241.3% | +168.5% | +72.7% | +110.8% |
| All | +566.6% | +483.1% | +83.5% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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