+81.6%
KO vs SCCO
+304.9%
-223.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.5% |
| 7D | -1.1% | -2.7% | +1.6% | -1.1% |
| 30D | +1.6% | -0.2% | +1.7% | +1.5% |
| 3M | +5.8% | +17.8% | -12.0% | +5.3% |
| 6M | +14.3% | +2.3% | +12.0% | +14.0% |
| YTD | +27.3% | +41.6% | -14.3% | +25.6% |
| 1Y | +33.2% | +101.9% | -68.7% | +29.3% |
| 3Y | +64.5% | +186.2% | -121.7% | +53.6% |
| All | +81.6% | +304.9% | -223.3% | +60.7% |
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