+86.8%
SCHW vs KNX
+34.6%
+52.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | -1.9% | -5.6% | +3.7% | -1.1% |
| 30D | -1.6% | -4.4% | +2.8% | -1.1% |
| 3M | +21.3% | -17.3% | +38.6% | +24.4% |
| 6M | +16.5% | +22.6% | -6.1% | +10.5% |
| YTD | +8.4% | +31.1% | -22.7% | +0.9% |
| 1Y | +15.6% | +60.2% | -44.6% | +2.2% |
| 3Y | +86.8% | +35.8% | +51.1% | +71.2% |
| All | +86.8% | +34.6% | +52.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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