+37.7%
KR vs SCCO
+177.0%
-139.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -2.7% | +2.5% | -0.3% |
| 30D | +5.1% | -0.7% | +5.8% | +5.1% |
| 3M | -8.2% | +8.1% | -16.2% | -7.3% |
| 6M | -18.0% | +4.1% | -22.1% | -17.0% |
| YTD | -4.8% | +41.1% | -45.9% | -2.6% |
| 1Y | -11.0% | +95.6% | -106.6% | -7.9% |
| 3Y | +37.7% | +179.3% | -141.6% | +37.1% |
| All | +37.7% | +177.0% | -139.4% | +37.1% |
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