-23.6%
KLAC vs MCD
-2.4%
-21.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.1% |
| 7D | -12.3% | +7.1% | -19.4% | -5.4% |
| 30D | -29.6% | +19.8% | -49.4% | -13.5% |
| 3M | -28.2% | +0.8% | -29.0% | -29.7% |
| 6M | -23.6% | -1.3% | -22.3% | -24.9% |
| All | -23.6% | -2.4% | -21.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 6mo: compounded portfolio wealth divided by compounded MCD 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…
6mo analysis · Full analysis span regression · 6 months rolling