+149.6%
KRE vs MCO
+1,025.7%
-876.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -1.1% | -3.1% | +2.1% | +0.6% |
| 30D | -3.4% | -0.5% | -2.9% | -3.3% |
| 3M | +3.7% | +5.7% | -2.0% | 0.0% |
| 6M | +14.8% | +3.0% | +11.7% | +11.6% |
| YTD | +14.7% | -6.5% | +21.1% | +16.3% |
| 1Y | +16.0% | -5.8% | +21.8% | +16.7% |
| 3Y | +84.3% | +43.1% | +41.1% | +46.5% |
| 5Y | +30.9% | +29.5% | +1.4% | +6.9% |
| 10Y | +122.0% | +388.8% | -266.9% | -15.6% |
| All | +149.6% | +1,025.7% | -876.1% | -54.6% |
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