+23.6%
KLAC vs MCO
+5.6%
+18.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +3.1% |
| 7D | -2.7% | -3.8% | +1.1% | -5.6% |
| 30D | -13.2% | -0.4% | -12.8% | -13.1% |
| 3M | -25.0% | +7.7% | -32.7% | -20.1% |
| 6M | +23.6% | +7.0% | +16.6% | +30.5% |
| All | +23.6% | +5.6% | +18.0% | +30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling