+1,117.5%
KDP vs SCCO
+1,027.5%
+90.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | -5.3% | +6.5% | +2.0% |
| 30D | +6.0% | +2.7% | +3.3% | +5.4% |
| 3M | +9.2% | +4.2% | +5.0% | +7.7% |
| 6M | +14.7% | -0.6% | +15.3% | +13.4% |
| YTD | +19.2% | +45.0% | -25.8% | +10.6% |
| 1Y | +15.2% | +109.3% | -94.1% | +0.5% |
| 3Y | +6.0% | +180.8% | -174.8% | -14.1% |
| 5Y | +5.4% | +314.3% | -308.8% | -22.0% |
| 10Y | +171.9% | +1,083.3% | -911.4% | +56.7% |
| All | +1,117.5% | +1,027.5% | +90.0% | +466.0% |
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 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