+238.6%
SCHD vs KRE
+124.8%
+113.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.0% | -1.8% | -0.1% | -1.2% |
| 30D | -0.4% | -4.5% | +4.1% | +1.4% |
| 3M | +5.7% | +2.7% | +3.0% | +4.5% |
| 6M | +11.9% | +16.9% | -5.0% | +4.9% |
| YTD | +26.4% | +15.4% | +11.1% | +18.8% |
| 1Y | +27.6% | +16.1% | +11.5% | +19.3% |
| 3Y | +54.9% | +85.7% | -30.8% | +16.6% |
| 5Y | +60.9% | +33.3% | +27.7% | +35.8% |
| All | +238.6% | +124.8% | +113.8% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling