+430.6%
KLAC vs MKC
-33.9%
+464.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.2% |
| 7D | +2.5% | -2.8% | +5.3% | +2.4% |
| 30D | -11.5% | -3.4% | -8.1% | -11.6% |
| 3M | -16.9% | +3.8% | -20.7% | -17.0% |
| 6M | +22.2% | -17.9% | +40.2% | +24.0% |
| YTD | +46.4% | -23.6% | +70.0% | +49.2% |
| 1Y | +91.0% | -23.1% | +114.1% | +94.5% |
| 3Y | +264.6% | -31.5% | +296.1% | +279.0% |
| 5Y | +430.6% | -33.1% | +463.7% | +468.3% |
| All | +430.6% | -33.9% | +464.5% | +468.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling