+0.8%
SCHW vs KGC
-5.3%
+6.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.9% | +4.4% |
| 7D | +5.2% | -6.8% | +12.0% | +5.2% |
| 30D | -4.7% | -9.2% | +4.5% | -4.6% |
| 3M | -11.9% | -9.1% | -2.8% | -11.9% |
| 6M | +2.7% | -25.7% | +28.4% | +3.1% |
| YTD | -5.6% | -23.6% | +18.0% | -8.5% |
| 1Y | +0.8% | -4.3% | +5.1% | -6.7% |
| All | +0.8% | -5.3% | +6.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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