+218.3%
SCHW vs KEEL
+294.5%
-76.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.2% |
| 7D | -1.9% | +2.9% | -4.7% | -2.0% |
| 30D | -1.6% | +0.8% | -2.5% | -1.9% |
| 3M | +21.3% | -35.3% | +56.6% | +22.7% |
| 6M | +16.5% | +59.4% | -42.9% | +12.4% |
| YTD | +8.4% | +51.9% | -43.5% | +4.5% |
| 1Y | +15.6% | +75.0% | -59.4% | +9.5% |
| 3Y | +86.8% | +224.5% | -137.7% | +66.1% |
| 5Y | +60.5% | -35.9% | +96.4% | +45.0% |
| All | +218.3% | +294.5% | -76.2% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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