-24.5%
KVUE vs SCCO
+203.6%
-228.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -5.1% | -2.7% | -2.5% | -5.1% |
| 30D | -6.3% | -0.7% | -5.6% | -6.3% |
| 3M | -0.5% | +8.1% | -8.6% | -0.9% |
| 6M | +3.1% | +4.1% | -1.0% | +2.5% |
| YTD | +6.7% | +41.1% | -34.4% | +4.8% |
| 1Y | -1.1% | +95.6% | -96.7% | -4.9% |
| 3Y | -8.7% | +179.3% | -188.0% | -19.0% |
| All | -24.5% | +203.6% | -228.1% | -34.0% |
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