+113.7%
KLAC vs GNRC
+6.8%
+106.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +5.0% | +6.0% |
| 7D | +5.7% | +1.9% | +3.8% | +4.7% |
| 30D | -3.6% | -13.8% | +10.2% | +4.7% |
| 3M | -12.8% | -32.6% | +19.8% | +9.4% |
| 6M | +26.1% | -15.2% | +41.2% | +43.3% |
| YTD | +53.3% | +37.4% | +15.9% | +46.4% |
| 1Y | +113.7% | +5.1% | +108.5% | +125.1% |
| All | +113.7% | +6.8% | +106.9% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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