+26.2%
KLAC vs MKC
-18.2%
+44.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.5% | -1.8% |
| 7D | -5.7% | +9.6% | -15.3% | -1.8% |
| 30D | -27.6% | +12.0% | -39.6% | -23.7% |
| 3M | -23.3% | -2.0% | -21.3% | -22.8% |
| 6M | -12.4% | +7.2% | -19.6% | -8.8% |
| YTD | +23.7% | -23.7% | +47.5% | +24.5% |
| 1Y | +26.2% | -18.3% | +44.5% | +29.0% |
| All | +26.2% | -18.2% | +44.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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