+1,063.5%
SCCO vs KIM
+32.5%
+1,031.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.7% | -1.7% | -0.9% | -2.0% |
| 30D | -0.7% | -3.0% | +2.2% | +0.2% |
| 3M | +8.1% | -8.9% | +17.0% | +11.2% |
| 6M | +4.1% | +2.4% | +1.7% | +3.0% |
| YTD | +41.1% | +18.3% | +22.8% | +32.5% |
| 1Y | +95.6% | +8.2% | +87.4% | +89.0% |
| 3Y | +179.3% | +44.0% | +135.2% | +143.0% |
| 5Y | +308.3% | +37.3% | +271.0% | +257.3% |
| All | +1,063.5% | +32.5% | +1,031.0% | +871.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling