+303.0%
SCHD vs KEYS
+1,113.8%
-810.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.7% |
| 7D | -2.0% | +3.5% | -5.4% | -2.9% |
| 30D | -0.4% | -4.5% | +4.1% | +0.6% |
| 3M | +5.7% | -0.4% | +6.1% | +4.7% |
| 6M | +11.9% | +19.1% | -7.3% | +4.7% |
| YTD | +26.4% | +66.7% | -40.2% | +5.7% |
| 1Y | +27.6% | +96.5% | -68.9% | +0.8% |
| 3Y | +54.9% | +155.2% | -100.2% | +9.9% |
| 5Y | +60.9% | +88.0% | -27.1% | +23.0% |
| 10Y | +243.4% | +1,046.8% | -803.3% | +55.3% |
| All | +303.0% | +1,113.8% | -810.8% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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