+274.4%
KLAC vs GNRC
+61.6%
+212.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -1.0% | +0.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.5% |
| 30D | -13.2% | -15.7% | +2.6% | -5.9% |
| 3M | -25.0% | -27.3% | +2.3% | -11.9% |
| 6M | +23.6% | -12.1% | +35.7% | +34.2% |
| YTD | +49.2% | +37.1% | +12.1% | +36.5% |
| 1Y | +89.3% | -0.5% | +89.8% | +93.3% |
| 3Y | +274.4% | +61.5% | +212.8% | +209.7% |
| All | +274.4% | +61.6% | +212.8% | +209.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling