+17.6%
KEY vs SCCO
+105.0%
-87.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.2% | +0.7% |
| 7D | -1.8% | -2.7% | +0.9% | -1.6% |
| 30D | -3.3% | -0.2% | -3.1% | -3.5% |
| 3M | -0.2% | +17.8% | -18.0% | -2.5% |
| 6M | +12.1% | +2.3% | +9.9% | +10.4% |
| YTD | +8.4% | +41.6% | -33.2% | +1.7% |
| 1Y | +17.6% | +101.9% | -84.2% | +9.1% |
| All | +17.6% | +105.0% | -87.3% | +9.1% |
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