+351.8%
SCHD vs KWEB
+21.1%
+330.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.0% | -5.6% | +3.6% | -1.1% |
| 30D | -0.4% | -10.7% | +10.3% | +1.2% |
| 3M | +5.7% | -7.4% | +13.1% | +6.8% |
| 6M | +11.9% | -19.3% | +31.2% | +15.1% |
| YTD | +26.4% | -27.8% | +54.2% | +32.0% |
| 1Y | +27.6% | -35.9% | +63.5% | +35.4% |
| 3Y | +54.9% | -1.9% | +56.9% | +51.6% |
| 5Y | +60.9% | -43.2% | +104.1% | +67.2% |
| 10Y | +243.4% | -21.2% | +264.6% | +209.3% |
| All | +351.8% | +21.1% | +330.7% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling