+113.7%
KLAC vs MCK
+32.0%
+81.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +6.9% |
| 7D | +5.7% | +1.7% | +4.0% | +6.3% |
| 30D | -3.6% | +3.6% | -7.2% | -2.6% |
| 3M | -12.8% | +20.1% | -32.9% | -8.8% |
| 6M | +26.1% | -7.0% | +33.1% | +36.6% |
| YTD | +53.3% | +11.0% | +42.3% | +63.8% |
| 1Y | +113.7% | +31.8% | +81.8% | +134.1% |
| All | +113.7% | +32.0% | +81.7% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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