+149.6%
KRE vs SCCO
+4,081.9%
-3,932.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -1.1% | +2.4% | -3.5% | -2.0% |
| 30D | -3.4% | +6.4% | -9.8% | -6.1% |
| 3M | +3.7% | +21.6% | -17.9% | -5.1% |
| 6M | +14.8% | +13.4% | +1.4% | +6.0% |
| YTD | +14.7% | +52.6% | -38.0% | -7.4% |
| 1Y | +16.0% | +122.4% | -106.4% | -19.9% |
| 3Y | +84.3% | +208.5% | -124.2% | +6.6% |
| 5Y | +30.9% | +353.9% | -323.0% | -37.8% |
| 10Y | +122.0% | +1,187.3% | -1,065.3% | -33.2% |
| All | +149.6% | +4,081.9% | -3,932.3% | -56.7% |
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