+382.2%
SCHW vs KEYS
+1,113.8%
-731.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.6% |
| 7D | -1.9% | +3.5% | -5.4% | -3.2% |
| 30D | -1.6% | -4.5% | +2.8% | -0.3% |
| 3M | +21.3% | -0.4% | +21.7% | +19.4% |
| 6M | +16.5% | +19.1% | -2.6% | +5.4% |
| YTD | +8.4% | +66.7% | -58.3% | -16.6% |
| 1Y | +15.6% | +96.5% | -80.8% | -18.0% |
| 3Y | +86.8% | +155.2% | -68.3% | +13.1% |
| 5Y | +60.5% | +88.0% | -27.5% | +8.9% |
| 10Y | +297.7% | +1,046.8% | -749.0% | +4.1% |
| All | +382.2% | +1,113.8% | -731.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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