+931.6%
KO vs SCCO
+33,085.5%
-32,154.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +0.2% | -2.7% | +2.9% | +0.5% |
| 30D | +1.8% | -0.7% | +2.5% | +1.7% |
| 3M | +7.7% | +8.1% | -0.4% | +6.3% |
| 6M | +15.3% | +4.1% | +11.1% | +13.6% |
| YTD | +28.0% | +41.1% | -13.1% | +21.2% |
| 1Y | +34.3% | +95.6% | -61.3% | +21.9% |
| 3Y | +63.8% | +179.3% | -115.5% | +39.7% |
| 5Y | +84.1% | +308.3% | -224.2% | +47.2% |
| 10Y | +185.4% | +1,090.2% | -904.8% | +94.1% |
| All | +931.6% | +33,085.5% | -32,154.0% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling