+6.5%
KDP vs SCCO
+353.4%
-346.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.3% |
| 7D | +2.1% | +3.4% | -1.4% | +1.9% |
| 30D | +8.5% | +6.6% | +1.8% | +8.1% |
| 3M | +6.6% | +24.5% | -17.9% | +5.5% |
| 6M | +17.1% | +16.5% | +0.6% | +15.9% |
| YTD | +19.0% | +52.1% | -33.1% | +16.1% |
| 1Y | +21.8% | +114.2% | -92.4% | +16.6% |
| 3Y | +6.4% | +207.4% | -201.0% | -2.5% |
| All | +6.5% | +353.4% | -346.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling