+85.6%
SCHW vs KEY
+121.2%
-35.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -0.3% | -1.2% | -1.4% |
| 30D | -1.1% | -3.3% | +2.2% | +0.3% |
| 3M | +20.4% | -0.7% | +21.1% | +20.6% |
| 6M | +13.6% | +12.5% | +1.1% | +7.8% |
| YTD | +7.7% | +8.4% | -0.7% | +3.7% |
| 1Y | +15.2% | +18.4% | -3.3% | +6.6% |
| All | +85.6% | +121.2% | -35.6% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling