+90.1%
KEYS vs SCCO
+303.5%
-213.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -2.7% | +6.1% | +4.3% |
| 30D | -4.5% | -0.7% | -3.8% | -4.7% |
| 3M | -0.4% | +8.1% | -8.5% | -3.8% |
| 6M | +19.1% | +4.1% | +15.0% | +15.4% |
| YTD | +66.7% | +41.1% | +25.5% | +44.6% |
| 1Y | +96.5% | +95.6% | +0.9% | +51.9% |
| 3Y | +155.2% | +179.3% | -24.1% | +70.7% |
| All | +90.1% | +303.5% | -213.5% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling