+6.9%
MCO vs KEEL
-58.5%
+65.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -21.4% | +19.0% | -2.7% |
| 7D | +5.4% | -28.6% | +34.0% | +5.1% |
| 30D | +13.9% | -52.4% | +66.4% | +13.3% |
| 3M | +6.7% | -58.0% | +64.7% | +6.0% |
| 6M | +13.9% | -53.3% | +67.1% | +11.7% |
| YTD | +1.6% | -29.8% | +31.3% | -1.6% |
| 1Y | +6.9% | -59.4% | +66.2% | +3.3% |
| All | +6.9% | -58.5% | +65.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling