+133.4%
KR vs MCO
+393.6%
-260.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | -0.2% | -3.8% | +3.6% | +0.2% |
| 30D | +5.1% | -0.4% | +5.4% | +5.1% |
| 3M | -8.2% | +7.7% | -15.9% | -8.8% |
| 6M | -18.0% | +7.0% | -25.0% | -18.6% |
| YTD | -4.8% | -6.4% | +1.6% | -4.4% |
| 1Y | -11.0% | -7.6% | -3.4% | -10.6% |
| 3Y | +37.7% | +43.2% | -5.6% | +30.6% |
| 5Y | +52.8% | +29.6% | +23.2% | +44.6% |
| All | +133.4% | +393.6% | -260.2% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling