+51,606.1%
SCHW vs KR
+4,362.7%
+47,243.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -2.8% | -2.7% | -0.1% | -2.0% |
| 30D | -0.1% | +1.9% | -2.0% | -0.6% |
| 3M | +20.6% | -11.0% | +31.6% | +24.6% |
| 6M | +15.9% | -20.2% | +36.2% | +23.3% |
| YTD | +8.5% | -7.3% | +15.8% | +9.8% |
| 1Y | +17.8% | -13.1% | +31.0% | +21.3% |
| 3Y | +88.5% | +29.7% | +58.8% | +67.0% |
| 5Y | +60.6% | +48.8% | +11.9% | +33.1% |
| 10Y | +298.0% | +122.8% | +175.3% | +163.8% |
| All | +51,606.1% | +4,362.7% | +47,243.4% | +12,703.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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