+20.4%
KEY vs MCO
+0.4%
+20.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +2.2% | -4.2% | +6.4% | +2.9% |
| 30D | -3.0% | +2.2% | -5.2% | -3.4% |
| 3M | +3.3% | +10.1% | -6.8% | +1.8% |
| 6M | +9.2% | +5.3% | +3.9% | +8.1% |
| YTD | +10.6% | -2.7% | +13.4% | +10.3% |
| 1Y | +20.4% | -0.4% | +20.8% | +16.9% |
| All | +20.4% | +0.4% | +20.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling