+38.8%
KEY vs MCO
+29.3%
+9.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | -0.3% | -3.1% | +2.8% | +1.3% |
| 30D | -3.3% | -0.5% | -2.7% | -3.2% |
| 3M | -0.7% | +5.7% | -6.4% | -4.3% |
| 6M | +12.5% | +3.0% | +9.5% | +9.5% |
| YTD | +8.4% | -6.5% | +14.9% | +10.5% |
| 1Y | +18.4% | -5.8% | +24.2% | +19.5% |
| 3Y | +123.3% | +43.1% | +80.2% | +72.8% |
| 5Y | +38.8% | +29.5% | +9.3% | +3.3% |
| All | +38.8% | +29.3% | +9.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling