+295.2%
SCHW vs KIM
+33.1%
+262.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -2.8% | -1.5% | -1.3% | -2.2% |
| 30D | -0.1% | -1.7% | +1.6% | +0.6% |
| 3M | +20.6% | -7.1% | +27.7% | +23.7% |
| 6M | +15.9% | +2.9% | +13.1% | +14.1% |
| YTD | +8.5% | +18.8% | -10.4% | +0.8% |
| 1Y | +17.8% | +9.4% | +8.4% | +12.9% |
| 3Y | +88.5% | +44.6% | +44.0% | +60.3% |
| 5Y | +60.6% | +37.9% | +22.7% | +38.4% |
| All | +295.2% | +33.1% | +262.1% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling