+553.0%
SCHD vs KRE
+367.3%
+185.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -2.6% | -1.1% | -1.6% | -2.2% |
| 30D | -0.3% | -3.4% | +3.1% | +1.0% |
| 3M | +6.1% | +3.7% | +2.4% | +4.4% |
| 6M | +11.7% | +14.8% | -3.1% | +5.5% |
| YTD | +26.3% | +14.7% | +11.7% | +19.0% |
| 1Y | +28.8% | +16.0% | +12.7% | +20.3% |
| 3Y | +55.0% | +84.3% | -29.2% | +17.0% |
| 5Y | +60.0% | +30.9% | +29.2% | +35.8% |
| 10Y | +243.1% | +122.0% | +121.2% | +115.7% |
| All | +553.0% | +367.3% | +185.7% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling