+1,069.4%
KMB vs MCO
+7,698.6%
-6,629.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -3.0% | -4.2% | +1.1% | -2.3% |
| 30D | -5.5% | +2.2% | -7.7% | -5.9% |
| 3M | +14.0% | +10.1% | +3.9% | +11.8% |
| 6M | +4.1% | +5.3% | -1.2% | +2.9% |
| YTD | +8.0% | -2.7% | +10.8% | +8.0% |
| 1Y | -13.7% | -0.4% | -13.4% | -14.3% |
| 3Y | -5.9% | +49.0% | -55.0% | -14.3% |
| 5Y | -8.6% | +33.6% | -42.3% | -16.1% |
| 10Y | +17.3% | +395.3% | -378.0% | -17.5% |
| All | +1,069.4% | +7,698.6% | -6,629.2% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling