+105.6%
SCCO vs KIM
+9.1%
+96.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.4% |
| 7D | -5.3% | -0.8% | -4.5% | -5.3% |
| 30D | +0.9% | -5.1% | +6.0% | +0.8% |
| 3M | +2.4% | -0.6% | +3.0% | +2.0% |
| 6M | -2.4% | +2.4% | -4.8% | -3.2% |
| YTD | +42.4% | +19.0% | +23.4% | +43.9% |
| 1Y | +105.6% | +8.4% | +97.2% | +98.8% |
| All | +105.6% | +9.1% | +96.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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