+1,071.7%
KEYS vs SCCO
+1,055.2%
+16.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +2.9% | +2.4% | +0.5% | +2.0% |
| 30D | -1.3% | +6.4% | -7.7% | -3.8% |
| 3M | -0.1% | +21.6% | -21.7% | -7.1% |
| 6M | +17.4% | +13.4% | +4.0% | +10.7% |
| YTD | +62.9% | +52.6% | +10.3% | +38.1% |
| 1Y | +95.7% | +122.4% | -26.6% | +45.5% |
| 3Y | +150.2% | +208.5% | -58.3% | +62.4% |
| 5Y | +83.1% | +353.9% | -270.8% | +1.2% |
| 10Y | +1,020.9% | +1,187.3% | -166.3% | +315.8% |
| All | +1,071.7% | +1,055.2% | +16.5% | +334.1% |
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 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