+96.0%
KEYS vs SCCO
+109.6%
-13.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +2.3% | -5.3% | +7.5% | +4.3% |
| 30D | -2.6% | +2.7% | -5.3% | -4.0% |
| 3M | -4.6% | +4.2% | -8.8% | -7.2% |
| 6M | +8.7% | -0.6% | +9.4% | +6.2% |
| YTD | +61.0% | +45.0% | +16.1% | +39.8% |
| 1Y | +96.0% | +109.3% | -13.3% | +67.1% |
| All | +96.0% | +109.6% | -13.6% | +67.1% |
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