+263.9%
KEY vs SCCO
+29,410.6%
-29,146.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.9% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | +6.9% | -17.8% | +24.6% | +14.5% |
| 3M | -5.0% | -12.5% | +7.5% | -1.5% |
| 6M | +0.7% | -4.1% | +4.8% | -1.0% |
| YTD | +6.5% | +25.5% | -19.0% | -8.4% |
| 1Y | +22.6% | +31.0% | -8.3% | +3.6% |
| 3Y | +125.3% | +178.7% | -53.4% | +34.7% |
| 5Y | +13.9% | +279.7% | -265.8% | -41.3% |
| 10Y | +105.3% | +691.4% | -586.1% | -22.0% |
| All | +263.9% | +29,410.6% | -29,146.7% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling