+20.4%
KWEB vs SCCO
+1,084.6%
-1,064.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -5.6% | -2.7% | -2.9% | -4.7% |
| 30D | -10.7% | -0.7% | -10.0% | -11.1% |
| 3M | -7.4% | +8.1% | -15.5% | -12.1% |
| 6M | -19.3% | +4.1% | -23.4% | -23.3% |
| YTD | -27.8% | +41.1% | -68.9% | -41.4% |
| 1Y | -35.9% | +95.6% | -131.5% | -55.6% |
| 3Y | -1.9% | +179.3% | -181.2% | -43.9% |
| 5Y | -43.2% | +308.3% | -351.5% | -72.7% |
| 10Y | -21.2% | +1,090.2% | -1,111.4% | -75.7% |
| All | +20.4% | +1,084.6% | -1,064.2% | -63.3% |
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