-59.4%
KEEL vs SCCO
+34.4%
-93.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.5% | -14.9% | -16.0% |
| 7D | -28.6% | -12.9% | -15.7% | -19.2% |
| 30D | -52.4% | -18.2% | -34.2% | -43.4% |
| 3M | -58.0% | -13.7% | -44.3% | -52.0% |
| 6M | -53.3% | +0.9% | -54.2% | -52.6% |
| YTD | -29.8% | +21.8% | -51.6% | -45.5% |
| 1Y | -59.4% | +30.5% | -89.8% | -71.0% |
| All | -59.4% | +34.4% | -93.8% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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