+474.0%
KORU vs SCCO
+177.0%
+297.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.4% |
| 7D | -1.7% | -2.7% | +0.9% | +2.2% |
| 30D | +13.5% | -0.7% | +14.3% | +14.6% |
| 3M | -45.2% | +8.1% | -53.3% | -46.7% |
| 6M | +17.1% | +4.1% | +13.0% | +40.0% |
| YTD | +154.1% | +41.1% | +113.0% | +132.4% |
| 1Y | +375.7% | +95.6% | +280.1% | +219.6% |
| 3Y | +474.0% | +179.3% | +294.8% | +169.1% |
| All | +474.0% | +177.0% | +297.0% | +169.1% |
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