+93.0%
KEY vs SCCO
+701.7%
-608.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | +1.8% | +1.7% | +0.1% | +1.0% |
| 30D | +7.1% | -18.1% | +25.2% | +16.0% |
| 3M | -5.9% | -12.8% | +6.9% | -2.0% |
| 6M | +2.2% | -8.5% | +10.7% | +2.0% |
| YTD | +6.4% | +23.9% | -17.5% | -11.9% |
| 1Y | +24.8% | +30.0% | -5.2% | +0.6% |
| 3Y | +125.2% | +175.2% | -50.0% | +12.6% |
| 5Y | +13.0% | +249.4% | -236.4% | -52.9% |
| All | +93.0% | +701.7% | -608.6% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling