+2,419.6%
KR vs MCO
+7,284.8%
-4,865.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -2.7% | -7.3% | +4.7% | -1.4% |
| 30D | +1.9% | -1.7% | +3.6% | +2.2% |
| 3M | -11.0% | +3.9% | -15.0% | -11.7% |
| 6M | -20.2% | +3.8% | -24.0% | -20.9% |
| YTD | -7.3% | -7.9% | +0.6% | -6.5% |
| 1Y | -13.1% | -6.8% | -6.3% | -12.7% |
| 3Y | +29.7% | +40.9% | -11.2% | +20.2% |
| 5Y | +48.8% | +27.5% | +21.3% | +38.4% |
| 10Y | +122.8% | +381.4% | -258.6% | +57.1% |
| All | +2,419.6% | +7,284.8% | -4,865.2% | +954.3% |
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