+0.8%
SCHW vs KEY
+29.6%
-28.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.9% |
| 7D | +5.2% | +1.7% | +3.5% | +4.5% |
| 30D | -4.7% | +6.8% | -11.5% | -7.3% |
| 3M | -11.9% | -5.8% | -6.1% | -9.9% |
| 6M | +2.7% | +1.4% | +1.3% | +2.0% |
| YTD | -5.6% | +7.5% | -13.1% | -8.8% |
| 1Y | +0.8% | +29.6% | -28.8% | -9.8% |
| All | +0.8% | +29.6% | -28.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling