+87.0%
SCHW vs KDP
+2.7%
+84.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +0.9% |
| 7D | -2.8% | -4.3% | +1.6% | -2.4% |
| 30D | -0.1% | +7.8% | -7.9% | -0.6% |
| 3M | +20.6% | -0.1% | +20.6% | +20.4% |
| 6M | +15.9% | +14.0% | +2.0% | +14.5% |
| YTD | +8.5% | +15.1% | -6.6% | +6.8% |
| 1Y | +17.8% | +18.5% | -0.7% | +15.3% |
| All | +87.0% | +2.7% | +84.3% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling