+2,896.3%
KLAC vs MCO
+393.6%
+2,502.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +0.8% |
| 7D | -2.7% | -3.8% | +1.1% | -0.1% |
| 30D | -13.2% | -0.4% | -12.8% | -13.4% |
| 3M | -25.0% | +7.7% | -32.7% | -31.0% |
| 6M | +23.6% | +7.0% | +16.6% | +12.9% |
| YTD | +49.2% | -6.4% | +55.6% | +48.9% |
| 1Y | +89.3% | -7.6% | +97.0% | +88.9% |
| 3Y | +274.4% | +43.2% | +231.1% | +158.4% |
| 5Y | +440.9% | +29.6% | +411.4% | +299.9% |
| All | +2,896.3% | +393.6% | +2,502.7% | +848.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling