+238.6%
SCHD vs KMI
+136.8%
+101.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.0% | -1.7% | -0.2% | -1.4% |
| 30D | -0.4% | -2.7% | +2.3% | +0.5% |
| 3M | +5.7% | -0.7% | +6.4% | +5.7% |
| 6M | +11.9% | -5.0% | +16.8% | +13.4% |
| YTD | +26.4% | +15.5% | +11.0% | +19.1% |
| 1Y | +27.6% | +16.4% | +11.2% | +19.6% |
| 3Y | +54.9% | +114.2% | -59.2% | +13.2% |
| 5Y | +60.9% | +153.3% | -92.3% | +9.3% |
| All | +238.6% | +136.8% | +101.8% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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