+59.6%
KEYS vs SCCO
+43.0%
+16.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -7.1% |
| 7D | -14.8% | -7.9% | -6.9% | -11.8% |
| 30D | -25.6% | -13.0% | -12.6% | -21.1% |
| 3M | -16.2% | -6.9% | -9.4% | -14.1% |
| 6M | -18.6% | +11.0% | -29.6% | -23.0% |
| YTD | +40.7% | +30.3% | +10.4% | +18.6% |
| 1Y | +59.6% | +45.0% | +14.6% | +22.9% |
| All | +59.6% | +43.0% | +16.7% | +22.9% |
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