+179.3%
SCCO vs KMX
-25.1%
+204.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.6% |
| 7D | -2.7% | -3.1% | +0.5% | -2.0% |
| 30D | -0.7% | +4.4% | -5.2% | -1.8% |
| 3M | +8.1% | +18.9% | -10.8% | +3.4% |
| 6M | +4.1% | +44.3% | -40.2% | -5.3% |
| YTD | +41.1% | +58.7% | -17.6% | +24.9% |
| 1Y | +95.6% | +0.1% | +95.4% | +91.6% |
| 3Y | +179.3% | -24.4% | +203.7% | +169.7% |
| All | +179.3% | -25.1% | +204.3% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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