+108.2%
KMI vs MCO
+1,779.6%
-1,671.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -1.7% | -3.8% | +2.0% | -0.3% |
| 30D | -2.7% | -0.4% | -2.3% | -2.8% |
| 3M | -0.7% | +7.7% | -8.4% | -4.2% |
| 6M | -5.0% | +7.0% | -12.0% | -8.6% |
| YTD | +15.5% | -6.4% | +21.9% | +16.3% |
| 1Y | +16.4% | -7.6% | +24.1% | +17.4% |
| 3Y | +114.2% | +43.2% | +70.9% | +76.5% |
| 5Y | +153.3% | +29.6% | +123.7% | +111.6% |
| 10Y | +132.4% | +389.2% | -256.8% | +11.0% |
| All | +108.2% | +1,779.6% | -1,671.4% | -35.1% |
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 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