+2,896.3%
KLAC vs MKC
+29.9%
+2,866.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.8% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -13.2% | -3.1% | -10.0% | -12.7% |
| 3M | -25.0% | +5.2% | -30.2% | -26.8% |
| 6M | +23.6% | -12.8% | +36.4% | +27.1% |
| YTD | +49.2% | -23.3% | +72.5% | +58.9% |
| 1Y | +89.3% | -24.1% | +113.4% | +101.5% |
| 3Y | +274.4% | -32.1% | +306.5% | +306.7% |
| 5Y | +440.9% | -32.8% | +473.7% | +470.9% |
| All | +2,896.3% | +29.9% | +2,866.5% | +2,224.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling