+4,802.2%
KNX vs SCCO
+33,085.5%
-28,283.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.6% | -2.7% | -2.9% | -5.1% |
| 30D | -4.4% | -0.7% | -3.7% | -4.6% |
| 3M | -17.3% | +8.1% | -25.4% | -19.5% |
| 6M | +22.6% | +4.1% | +18.5% | +19.4% |
| YTD | +31.1% | +41.1% | -10.0% | +17.0% |
| 1Y | +60.2% | +95.6% | -35.4% | +31.1% |
| 3Y | +35.8% | +179.3% | -143.5% | -1.1% |
| 5Y | +38.9% | +308.3% | -269.4% | -10.7% |
| 10Y | +166.5% | +1,090.2% | -923.8% | +25.2% |
| All | +4,802.2% | +33,085.5% | -28,283.3% | +997.9% |
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