+553.6%
SCHD vs KR
+585.2%
-31.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -0.4% | +5.1% | -5.5% | -1.2% |
| 3M | +5.7% | -8.2% | +13.9% | +7.0% |
| 6M | +11.9% | -18.0% | +29.9% | +15.2% |
| YTD | +26.4% | -4.8% | +31.2% | +26.8% |
| 1Y | +27.6% | -11.0% | +38.6% | +29.3% |
| 3Y | +54.9% | +37.7% | +17.3% | +43.7% |
| 5Y | +60.9% | +52.8% | +8.2% | +44.7% |
| 10Y | +243.4% | +128.8% | +114.6% | +175.0% |
| All | +553.6% | +585.2% | -31.6% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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