+177.9%
KO vs SCCO
+1,108.1%
-930.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +1.0% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | +1.6% | -0.2% | +1.7% | +1.4% |
| 3M | +5.8% | +17.8% | -12.0% | +3.7% |
| 6M | +14.3% | +2.3% | +12.0% | +13.1% |
| YTD | +27.3% | +41.6% | -14.3% | +21.0% |
| 1Y | +33.2% | +101.9% | -68.7% | +20.9% |
| 3Y | +64.5% | +186.2% | -121.7% | +38.6% |
| 5Y | +83.1% | +309.7% | -226.6% | +41.9% |
| All | +177.9% | +1,108.1% | -930.2% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling