+278.2%
KEY vs SCCO
+33,989.4%
-33,711.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.2% | -5.3% | +7.5% | +4.3% |
| 30D | -3.0% | +2.7% | -5.7% | -4.5% |
| 3M | +3.3% | +4.2% | -0.9% | -0.2% |
| 6M | +9.2% | -0.6% | +9.8% | +5.9% |
| YTD | +10.6% | +45.0% | -34.3% | -9.0% |
| 1Y | +20.4% | +109.3% | -88.9% | -15.3% |
| 3Y | +121.8% | +180.8% | -58.9% | +33.8% |
| 5Y | +41.1% | +314.3% | -273.1% | -29.2% |
| 10Y | +168.5% | +1,083.3% | -914.8% | -11.5% |
| All | +278.2% | +33,989.4% | -33,711.1% | -38.2% |
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