+40.9%
KNX vs SCCO
+43.0%
-2.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +2.5% | -7.9% | +10.4% | +3.8% |
| 30D | -4.4% | -13.0% | +8.6% | -2.4% |
| 3M | -12.7% | -6.9% | -5.8% | -12.1% |
| 6M | +0.9% | +11.0% | -10.1% | -2.5% |
| YTD | +20.3% | +30.3% | -9.9% | +8.9% |
| 1Y | +40.9% | +45.0% | -4.0% | +21.1% |
| All | +40.9% | +43.0% | -2.0% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling