+59.5%
SCHW vs KEY
+38.4%
+21.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -1.9% | -1.5% | -0.3% | -1.1% |
| 30D | -1.6% | -3.7% | +2.0% | +0.2% |
| 3M | +21.3% | -1.3% | +22.5% | +21.8% |
| 6M | +16.5% | +13.3% | +3.2% | +8.9% |
| YTD | +8.4% | +9.0% | -0.5% | +3.2% |
| 1Y | +15.6% | +18.7% | -3.0% | +5.0% |
| 3Y | +86.8% | +125.3% | -38.4% | +14.9% |
| All | +59.5% | +38.4% | +21.1% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling