+86.8%
SCHW vs KGC
+524.7%
-437.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.9% | -5.6% | +3.8% | -1.6% |
| 30D | -1.6% | +6.1% | -7.8% | -1.9% |
| 3M | +21.3% | +17.3% | +3.9% | +20.2% |
| 6M | +16.5% | -10.3% | +26.8% | +16.9% |
| YTD | +8.4% | +3.9% | +4.6% | +7.2% |
| 1Y | +15.6% | +25.7% | -10.1% | +12.4% |
| 3Y | +86.8% | +526.0% | -439.1% | +53.6% |
| All | +86.8% | +524.7% | -437.8% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling