+512.9%
SCHW vs KDP
+1,130.5%
-617.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +2.1% | -3.4% | -2.1% |
| 30D | -0.4% | +8.5% | -8.9% | -3.7% |
| 3M | +21.7% | +6.6% | +15.1% | +18.0% |
| 6M | +13.0% | +17.1% | -4.1% | +4.9% |
| YTD | +8.0% | +19.0% | -11.0% | -0.9% |
| 1Y | +15.8% | +21.8% | -6.0% | +4.6% |
| 3Y | +87.7% | +6.4% | +81.3% | +75.6% |
| 5Y | +59.7% | +5.1% | +54.5% | +49.7% |
| 10Y | +292.9% | +175.8% | +117.0% | +118.4% |
| All | +512.9% | +1,130.5% | -617.6% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling