+26.6%
KMI vs MCO
+9.9%
+16.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.0% | -3.7% |
| 7D | -5.2% | +10.7% | -15.9% | -4.5% |
| 30D | +1.2% | +17.9% | -16.7% | +2.5% |
| 3M | +1.3% | +9.5% | -8.1% | +2.1% |
| 6M | -1.1% | +18.1% | -19.2% | +0.2% |
| YTD | +19.0% | +4.1% | +14.9% | +19.3% |
| 1Y | +26.6% | +9.3% | +17.3% | +26.4% |
| All | +26.6% | +9.9% | +16.7% | +26.4% |
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