+114.2%
KMI vs SCCO
+177.0%
-62.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.7% | -2.7% | +0.9% | -1.6% |
| 30D | -2.7% | -0.7% | -2.0% | -2.8% |
| 3M | -0.7% | +8.1% | -8.8% | -1.5% |
| 6M | -5.0% | +4.1% | -9.1% | -5.8% |
| YTD | +15.5% | +41.1% | -25.7% | +9.4% |
| 1Y | +16.4% | +95.6% | -79.1% | +4.8% |
| 3Y | +114.2% | +179.3% | -65.1% | +75.6% |
| All | +114.2% | +177.0% | -62.9% | +75.6% |
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