+16.2%
KDP vs SCCO
+243.3%
-227.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.7% |
| 7D | -0.8% | -1.9% | +1.1% | -0.7% |
| 30D | +9.7% | -17.4% | +27.1% | +10.5% |
| 3M | +17.6% | -11.7% | +29.3% | +18.0% |
| 6M | +25.8% | -12.1% | +37.9% | +26.1% |
| YTD | +33.9% | +20.9% | +13.0% | +31.5% |
| 1Y | +38.9% | +31.3% | +7.5% | +35.8% |
| 3Y | +26.8% | +170.3% | -143.5% | +15.5% |
| All | +16.2% | +243.3% | -227.1% | +3.9% |
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