+54.9%
SCHD vs KMX
-25.1%
+80.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -2.0% | -3.1% | +1.2% | -1.5% |
| 30D | -0.4% | +4.4% | -4.9% | -1.1% |
| 3M | +5.7% | +18.9% | -13.2% | +2.8% |
| 6M | +11.9% | +44.3% | -32.4% | +5.1% |
| YTD | +26.4% | +58.7% | -32.3% | +16.4% |
| 1Y | +27.6% | +0.1% | +27.5% | +26.7% |
| 3Y | +54.9% | -24.4% | +79.4% | +55.1% |
| All | +54.9% | -25.1% | +80.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling