+1,267.4%
KDP vs SCCO
+840.1%
+427.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.5% |
| 30D | +9.7% | -17.4% | +27.1% | +12.5% |
| 3M | +17.6% | -11.7% | +29.3% | +19.2% |
| 6M | +25.8% | -12.1% | +37.9% | +26.6% |
| YTD | +33.9% | +20.9% | +13.0% | +27.1% |
| 1Y | +38.9% | +31.3% | +7.5% | +30.0% |
| 3Y | +26.8% | +170.3% | -143.5% | +2.7% |
| 5Y | +16.3% | +240.8% | -224.4% | -11.4% |
| 10Y | +248.1% | +683.6% | -435.5% | +115.2% |
| All | +1,267.4% | +840.1% | +427.4% | +550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling