+135.6%
MCO vs KEEL
+294.5%
-158.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.5% |
| 7D | -3.8% | +2.9% | -6.7% | -3.9% |
| 30D | -0.4% | +0.8% | -1.2% | -0.6% |
| 3M | +7.7% | -35.3% | +43.1% | +8.8% |
| 6M | +7.0% | +59.4% | -52.4% | +3.6% |
| YTD | -6.4% | +51.9% | -58.3% | -9.5% |
| 1Y | -7.6% | +75.0% | -82.6% | -12.1% |
| 3Y | +43.2% | +224.5% | -181.3% | +28.6% |
| 5Y | +29.6% | -35.9% | +65.5% | +16.7% |
| All | +135.6% | +294.5% | -158.8% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling