+447.8%
SCHG vs KIM
+32.5%
+415.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.0% | -1.7% | +0.7% | -0.6% |
| 30D | -1.3% | -3.0% | +1.7% | -0.5% |
| 3M | +5.4% | -8.9% | +14.3% | +7.7% |
| 6M | +14.4% | +2.4% | +12.0% | +13.4% |
| YTD | +8.0% | +18.3% | -10.3% | +3.1% |
| 1Y | +12.7% | +8.2% | +4.6% | +9.9% |
| 3Y | +85.6% | +44.0% | +41.6% | +66.8% |
| 5Y | +85.5% | +37.3% | +48.2% | +68.8% |
| All | +447.8% | +32.5% | +415.3% | +360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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