+85.5%
KRE vs MCO
+40.3%
+45.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -1.4% | -7.3% | +5.9% | +2.0% |
| 30D | -3.9% | -1.7% | -2.2% | -3.3% |
| 3M | +3.6% | +3.9% | -0.3% | +1.1% |
| 6M | +15.4% | +3.8% | +11.6% | +12.2% |
| YTD | +15.2% | -7.9% | +23.1% | +18.6% |
| 1Y | +16.5% | -6.8% | +23.3% | +18.4% |
| All | +85.5% | +40.3% | +45.2% | +37.0% |
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