+238.6%
SCHD vs KIM
+32.5%
+206.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.0% | -1.7% | -0.2% | -1.5% |
| 30D | -0.4% | -3.0% | +2.5% | +0.5% |
| 3M | +5.7% | -8.9% | +14.6% | +8.6% |
| 6M | +11.9% | +2.4% | +9.5% | +10.9% |
| YTD | +26.4% | +18.3% | +8.1% | +20.0% |
| 1Y | +27.6% | +8.2% | +19.4% | +24.2% |
| 3Y | +54.9% | +44.0% | +10.9% | +37.8% |
| 5Y | +60.9% | +37.3% | +23.6% | +43.7% |
| All | +238.6% | +32.5% | +206.1% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling