+111.9%
KMI vs SCCO
+811.1%
-699.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.8% | +2.4% | -4.2% | -2.4% |
| 30D | +0.1% | +6.4% | -6.3% | -2.2% |
| 3M | +1.2% | +21.6% | -20.4% | -5.9% |
| 6M | -3.9% | +13.4% | -17.3% | -10.2% |
| YTD | +17.5% | +52.6% | -35.1% | -1.8% |
| 1Y | +22.6% | +122.4% | -99.7% | -10.4% |
| 3Y | +116.3% | +208.5% | -92.2% | +33.5% |
| 5Y | +157.6% | +353.9% | -196.3% | +32.4% |
| 10Y | +136.6% | +1,187.3% | -1,050.7% | -22.4% |
| All | +111.9% | +811.1% | -699.2% | -32.4% |
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