+267.2%
KLAC vs MCO
+40.3%
+226.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.7% |
| 7D | +2.5% | -7.3% | +9.8% | +4.8% |
| 30D | -11.5% | -1.7% | -9.8% | -11.3% |
| 3M | -16.9% | +3.9% | -20.9% | -19.8% |
| 6M | +22.2% | +3.8% | +18.4% | +17.3% |
| YTD | +46.4% | -7.9% | +54.3% | +50.1% |
| 1Y | +91.0% | -6.8% | +97.9% | +93.0% |
| All | +267.2% | +40.3% | +226.9% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling