+38.8%
KEY vs SCCO
+355.0%
-316.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.3% | +2.4% | -2.8% | -1.1% |
| 30D | -3.3% | +6.4% | -9.7% | -5.5% |
| 3M | -0.7% | +21.6% | -22.3% | -7.7% |
| 6M | +12.5% | +13.4% | -0.9% | +5.6% |
| YTD | +8.4% | +52.6% | -44.2% | -10.6% |
| 1Y | +18.4% | +122.4% | -103.9% | -16.5% |
| 3Y | +123.3% | +208.5% | -85.1% | +28.9% |
| 5Y | +38.8% | +353.9% | -315.1% | -33.5% |
| All | +38.8% | +355.0% | -316.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling