-0.4%
MCO vs KRMN
-25.5%
+25.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.1% |
| 7D | -4.2% | -12.3% | +8.1% | -3.6% |
| 30D | +2.2% | -27.5% | +29.7% | +3.5% |
| 3M | +10.1% | -26.5% | +36.6% | +11.3% |
| 6M | +5.3% | -59.6% | +64.8% | +10.0% |
| YTD | -2.7% | -45.4% | +42.6% | -0.1% |
| 1Y | -0.4% | -25.1% | +24.7% | +2.6% |
| All | -0.4% | -25.5% | +25.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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