-8.6%
KMB vs SCCO
+210.1%
-218.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.9% | -1.9% |
| 7D | -2.7% | +3.4% | -6.2% | -2.7% |
| 30D | -5.0% | +6.6% | -11.6% | -5.0% |
| 3M | +6.6% | +24.5% | -17.9% | +6.7% |
| 6M | +1.0% | +16.5% | -15.5% | +0.8% |
| YTD | +6.0% | +52.1% | -46.2% | +6.4% |
| 1Y | -16.6% | +114.2% | -130.8% | -15.8% |
| 3Y | -8.6% | +207.4% | -216.1% | -9.8% |
| All | -8.6% | +210.1% | -218.7% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling