-12.7%
KMB vs SCCO
+313.8%
-326.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | -0.2% |
| 7D | -7.7% | -2.7% | -5.0% | -7.7% |
| 30D | -8.2% | -0.2% | -8.0% | -8.2% |
| 3M | -1.9% | +17.8% | -19.6% | -1.9% |
| 6M | -0.7% | +2.3% | -2.9% | -0.8% |
| YTD | +1.4% | +41.6% | -40.2% | +1.5% |
| 1Y | -19.1% | +101.9% | -121.0% | -18.9% |
| 3Y | -12.6% | +186.2% | -198.8% | -13.1% |
| 5Y | -12.7% | +309.7% | -322.3% | -14.7% |
| All | -12.7% | +313.8% | -326.4% | -14.7% |
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