+114.2%
KMI vs MCO
+42.6%
+71.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.7% | -3.8% | +2.0% | -1.0% |
| 30D | -2.7% | -0.4% | -2.3% | -2.8% |
| 3M | -0.7% | +7.7% | -8.4% | -2.6% |
| 6M | -5.0% | +7.0% | -12.0% | -6.9% |
| YTD | +15.5% | -6.4% | +21.9% | +16.8% |
| 1Y | +16.4% | -7.6% | +24.1% | +18.1% |
| 3Y | +114.2% | +43.2% | +70.9% | +82.1% |
| All | +114.2% | +42.6% | +71.6% | +82.1% |
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