+295.2%
SCHW vs KEY
+171.1%
+124.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.8% | -1.8% | -1.0% | -1.8% |
| 30D | -0.1% | -3.3% | +3.3% | +1.7% |
| 3M | +20.6% | -0.2% | +20.8% | +20.4% |
| 6M | +15.9% | +12.1% | +3.8% | +8.3% |
| YTD | +8.5% | +8.4% | +0.1% | +3.0% |
| 1Y | +17.8% | +17.6% | +0.2% | +6.5% |
| 3Y | +88.5% | +123.3% | -34.8% | +12.7% |
| 5Y | +60.6% | +39.5% | +21.1% | +20.4% |
| All | +295.2% | +171.1% | +124.1% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling