-12.8%
KMB vs MCO
+42.5%
-55.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | -8.6% | -3.1% | -5.5% | -8.1% |
| 30D | -7.5% | -0.5% | -7.0% | -7.4% |
| 3M | -0.6% | +5.7% | -6.3% | -1.4% |
| 6M | -1.5% | +3.0% | -4.6% | -2.1% |
| YTD | +1.6% | -6.5% | +8.1% | +2.1% |
| 1Y | -20.8% | -5.8% | -15.0% | -20.6% |
| All | -12.8% | +42.5% | -55.3% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling