+31.7%
KRE vs MCO
+28.6%
+3.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | -1.8% | -3.8% | +1.9% | -0.1% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | +2.7% | +7.7% | -5.0% | -1.4% |
| 6M | +16.9% | +7.0% | +9.9% | +12.0% |
| YTD | +15.4% | -6.4% | +21.8% | +17.3% |
| 1Y | +16.1% | -7.6% | +23.7% | +18.4% |
| 3Y | +85.7% | +43.2% | +42.5% | +50.1% |
| All | +31.7% | +28.6% | +3.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling