+0.8%
SCHW vs KRE
+27.2%
-26.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.9% |
| 7D | +5.2% | +2.8% | +2.4% | +4.0% |
| 30D | -4.7% | +5.3% | -10.0% | -6.7% |
| 3M | -11.9% | -4.2% | -7.7% | -10.4% |
| 6M | +2.7% | +8.7% | -6.0% | -1.0% |
| YTD | -5.6% | +16.4% | -22.0% | -11.6% |
| 1Y | +0.8% | +26.9% | -26.1% | -9.3% |
| All | +0.8% | +27.2% | -26.4% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling