+33,174.6%
SCCO vs KIM
+1,131.9%
+32,042.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.6% |
| 7D | +3.4% | -0.3% | +3.8% | +3.6% |
| 30D | +6.6% | -1.7% | +8.3% | +7.3% |
| 3M | +24.5% | -0.8% | +25.3% | +24.4% |
| 6M | +16.5% | +4.4% | +12.1% | +13.9% |
| YTD | +52.1% | +21.2% | +30.9% | +38.9% |
| 1Y | +114.2% | +10.5% | +103.6% | +103.0% |
| 3Y | +207.4% | +47.5% | +159.9% | +154.0% |
| 5Y | +353.7% | +37.1% | +316.7% | +279.6% |
| 10Y | +1,144.5% | +29.5% | +1,115.0% | +836.7% |
| All | +33,174.6% | +1,131.9% | +32,042.7% | +13,151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling