+155.2%
KEYS vs SCCO
+177.0%
-21.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -2.7% | +6.1% | +4.4% |
| 30D | -4.5% | -0.7% | -3.8% | -4.7% |
| 3M | -0.4% | +8.1% | -8.5% | -4.1% |
| 6M | +19.1% | +4.1% | +15.0% | +15.0% |
| YTD | +66.7% | +41.1% | +25.5% | +43.0% |
| 1Y | +96.5% | +95.6% | +0.9% | +48.9% |
| 3Y | +155.2% | +179.3% | -24.1% | +65.8% |
| All | +155.2% | +177.0% | -21.9% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling