+839.0%
SCHW vs KRE
+149.7%
+689.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.4% |
| 7D | -2.8% | -1.4% | -1.3% | -1.7% |
| 30D | -0.1% | -3.9% | +3.9% | +3.0% |
| 3M | +20.6% | +3.6% | +16.9% | +16.9% |
| 6M | +15.9% | +15.4% | +0.6% | +2.9% |
| YTD | +8.5% | +15.2% | -6.7% | -4.0% |
| 1Y | +17.8% | +16.5% | +1.4% | +2.6% |
| 3Y | +88.5% | +85.2% | +3.4% | +7.1% |
| 5Y | +60.6% | +33.1% | +27.5% | +18.1% |
| 10Y | +298.0% | +123.1% | +175.0% | +80.9% |
| All | +839.0% | +149.7% | +689.3% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling