+250.2%
SCCO vs KIM
+34.6%
+215.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.6% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -17.4% | +14.1% | -31.5% | -22.0% |
| 3M | -11.7% | +6.0% | -17.7% | -13.9% |
| 6M | -12.1% | +13.2% | -25.4% | -17.4% |
| YTD | +20.9% | +30.4% | -9.5% | +6.2% |
| 1Y | +31.3% | +31.0% | +0.3% | +15.2% |
| 3Y | +170.3% | +67.6% | +102.7% | +105.9% |
| All | +250.2% | +34.6% | +215.6% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling