+1,714.9%
KR vs SCCO
+33,085.5%
-31,370.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | +5.1% | -0.7% | +5.8% | +5.0% |
| 3M | -8.2% | +8.1% | -16.2% | -9.2% |
| 6M | -18.0% | +4.1% | -22.1% | -19.1% |
| YTD | -4.8% | +41.1% | -45.9% | -9.5% |
| 1Y | -11.0% | +95.6% | -106.6% | -18.6% |
| 3Y | +37.7% | +179.3% | -141.6% | +18.9% |
| 5Y | +52.8% | +308.3% | -255.5% | +24.3% |
| 10Y | +128.8% | +1,090.2% | -961.5% | +58.6% |
| All | +1,714.9% | +33,085.5% | -31,370.6% | +764.0% |
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