+121.9%
KRE vs MCO
+393.6%
-271.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | -1.8% | -3.8% | +1.9% | +0.2% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | +2.7% | +7.7% | -5.0% | -1.9% |
| 6M | +16.9% | +7.0% | +9.9% | +11.4% |
| YTD | +15.4% | -6.4% | +21.8% | +17.1% |
| 1Y | +16.1% | -7.6% | +23.7% | +18.3% |
| 3Y | +85.7% | +43.2% | +42.5% | +46.5% |
| 5Y | +33.3% | +29.6% | +3.7% | +8.2% |
| All | +121.9% | +393.6% | -271.7% | -6.7% |
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