+238.6%
SCHD vs KWEB
-19.7%
+258.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.0% | -5.6% | +3.6% | -1.2% |
| 30D | -0.4% | -10.7% | +10.3% | +1.1% |
| 3M | +5.7% | -7.4% | +13.1% | +6.7% |
| 6M | +11.9% | -19.3% | +31.2% | +14.9% |
| YTD | +26.4% | -27.8% | +54.2% | +31.7% |
| 1Y | +27.6% | -35.9% | +63.5% | +34.9% |
| 3Y | +54.9% | -1.9% | +56.9% | +51.8% |
| 5Y | +60.9% | -43.2% | +104.1% | +68.8% |
| All | +238.6% | -19.7% | +258.4% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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