+9,220.3%
SCHW vs KNX
+4,983.8%
+4,236.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.5% |
| 7D | -1.9% | -5.6% | +3.7% | +0.1% |
| 30D | -1.6% | -4.4% | +2.8% | -0.3% |
| 3M | +21.3% | -17.3% | +38.6% | +28.4% |
| 6M | +16.5% | +22.6% | -6.1% | +5.8% |
| YTD | +8.4% | +31.1% | -22.7% | -4.5% |
| 1Y | +15.6% | +60.2% | -44.6% | -6.0% |
| 3Y | +86.8% | +35.8% | +51.1% | +55.8% |
| 5Y | +60.5% | +38.9% | +21.6% | +30.9% |
| 10Y | +297.7% | +166.5% | +131.3% | +142.8% |
| All | +9,220.3% | +4,983.8% | +4,236.5% | +2,689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling