+30.3%
SCHD vs KNX
+68.2%
-37.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.1% |
| 7D | -0.3% | +7.4% | -7.7% | -0.8% |
| 30D | +3.4% | +2.0% | +1.5% | +3.3% |
| 3M | +7.6% | -7.9% | +15.5% | +8.2% |
| 6M | +12.2% | +14.4% | -2.2% | +10.8% |
| YTD | +29.0% | +38.9% | -9.9% | +25.1% |
| 1Y | +30.3% | +65.9% | -35.6% | +24.9% |
| All | +30.3% | +68.2% | -37.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling