+54.9%
SCHD vs KNX
+34.6%
+20.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -2.0% | -5.6% | +3.6% | -1.0% |
| 30D | -0.4% | -4.4% | +4.0% | +0.3% |
| 3M | +5.7% | -17.3% | +23.0% | +9.0% |
| 6M | +11.9% | +22.6% | -10.7% | +6.7% |
| YTD | +26.4% | +31.1% | -4.7% | +18.4% |
| 1Y | +27.6% | +60.2% | -32.6% | +13.9% |
| 3Y | +54.9% | +35.8% | +19.2% | +43.1% |
| All | +54.9% | +34.6% | +20.4% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling