+113.7%
KLAC vs MKC
-23.4%
+137.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.0% |
| 7D | +5.7% | -5.9% | +11.6% | +3.4% |
| 30D | -3.6% | -0.9% | -2.8% | -3.8% |
| 3M | -12.8% | +12.7% | -25.5% | -9.3% |
| 6M | +26.1% | -19.3% | +45.4% | +24.7% |
| YTD | +53.3% | -22.2% | +75.5% | +51.9% |
| 1Y | +113.7% | -23.3% | +137.0% | +114.8% |
| All | +113.7% | -23.4% | +137.1% | +114.8% |
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