+294.9%
SCHW vs KDP
+172.7%
+122.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | -3.7% | +1.8% | -1.0% |
| 30D | -1.6% | +6.2% | -7.8% | -3.1% |
| 3M | +21.3% | +1.2% | +20.0% | +20.5% |
| 6M | +16.5% | +15.3% | +1.1% | +11.7% |
| YTD | +8.4% | +14.8% | -6.4% | +3.7% |
| 1Y | +15.6% | +17.6% | -2.0% | +9.5% |
| 3Y | +86.8% | +2.1% | +84.7% | +81.7% |
| 5Y | +60.5% | +2.7% | +57.8% | +56.4% |
| All | +294.9% | +172.7% | +122.2% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded KDP 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling