+86.8%
SCHW vs KIM
+42.8%
+44.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -1.7% | -0.1% | -1.2% |
| 30D | -1.6% | -3.0% | +1.3% | -0.6% |
| 3M | +21.3% | -8.9% | +30.1% | +25.2% |
| 6M | +16.5% | +2.4% | +14.1% | +14.5% |
| YTD | +8.4% | +18.3% | -9.9% | -0.2% |
| 1Y | +15.6% | +8.2% | +7.4% | +10.8% |
| 3Y | +86.8% | +44.0% | +42.8% | +51.9% |
| All | +86.8% | +42.8% | +44.0% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling