-20.0%
KMB vs MCO
-7.2%
-12.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -7.7% | -7.3% | -0.4% | -6.5% |
| 30D | -8.2% | -1.7% | -6.5% | -7.9% |
| 3M | -1.9% | +3.9% | -5.8% | -2.0% |
| 6M | -0.7% | +3.8% | -4.5% | -0.9% |
| YTD | +1.4% | -7.9% | +9.3% | -0.3% |
| All | -20.0% | -7.2% | -12.9% | -21.5% |
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