+559.1%
SCHD vs KIM
+211.5%
+347.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +1.5% | -1.7% | +3.2% | +2.0% |
| 3M | +7.4% | -0.8% | +8.2% | +7.6% |
| 6M | +12.4% | +4.4% | +8.0% | +10.6% |
| YTD | +27.5% | +21.2% | +6.3% | +19.8% |
| 1Y | +30.0% | +10.5% | +19.5% | +25.5% |
| 3Y | +56.5% | +47.5% | +9.0% | +37.1% |
| 5Y | +60.7% | +37.1% | +23.6% | +42.2% |
| 10Y | +237.8% | +29.5% | +208.3% | +192.1% |
| All | +559.1% | +211.5% | +347.6% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling