+22,313.9%
SCHW vs KIM
+3,080.3%
+19,233.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -0.4% | -1.7% | +1.3% | +0.4% |
| 3M | +21.7% | -0.8% | +22.5% | +21.7% |
| 6M | +13.0% | +4.4% | +8.6% | +10.1% |
| YTD | +8.0% | +21.2% | -13.2% | -2.1% |
| 1Y | +15.8% | +10.5% | +5.3% | +9.4% |
| 3Y | +87.7% | +47.5% | +40.2% | +52.7% |
| 5Y | +59.7% | +37.1% | +22.6% | +32.7% |
| 10Y | +292.9% | +29.5% | +263.4% | +194.0% |
| All | +22,313.9% | +3,080.3% | +19,233.5% | +4,224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling