+553.0%
SCHD vs KGC
+157.1%
+395.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -0.3% | +10.5% | -10.8% | -0.8% |
| 3M | +6.1% | +19.8% | -13.7% | +5.0% |
| 6M | +11.7% | -6.7% | +18.4% | +11.7% |
| YTD | +26.3% | +7.8% | +18.6% | +25.2% |
| 1Y | +28.8% | +35.7% | -6.9% | +26.0% |
| 3Y | +55.0% | +553.7% | -498.7% | +39.4% |
| 5Y | +60.0% | +461.7% | -401.7% | +43.5% |
| 10Y | +243.1% | +710.2% | -467.0% | +200.9% |
| All | +553.0% | +157.1% | +395.9% | +532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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