+551.1%
SCHD vs KMX
+116.4%
+434.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.1% | -3.4% | +0.3% | -2.4% |
| 30D | -0.8% | +4.0% | -4.8% | -1.7% |
| 3M | +6.2% | +24.8% | -18.6% | +0.7% |
| 6M | +11.8% | +43.6% | -31.8% | +1.9% |
| YTD | +26.0% | +56.6% | -30.7% | +12.0% |
| 1Y | +28.1% | +2.2% | +25.9% | +23.4% |
| 3Y | +54.6% | -25.4% | +80.0% | +56.2% |
| 5Y | +60.3% | -55.0% | +115.3% | +75.7% |
| 10Y | +242.1% | +9.6% | +232.6% | +187.0% |
| All | +551.1% | +116.4% | +434.7% | +342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling