-14.8%
KMB vs SCCO
+105.9%
-120.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -4.2% | -5.3% | +1.1% | -4.1% |
| 30D | -6.6% | +0.9% | -7.5% | -6.6% |
| 3M | +12.6% | +2.4% | +10.2% | +12.8% |
| 6M | +2.9% | -2.4% | +5.2% | +2.0% |
| YTD | +6.8% | +42.4% | -35.7% | +7.6% |
| 1Y | -14.8% | +105.6% | -120.4% | -12.5% |
| All | -14.8% | +105.9% | -120.7% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling