+433.3%
KLAC vs GNRC
-58.7%
+492.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -1.0% | +0.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -13.2% | -15.7% | +2.6% | -7.2% |
| 3M | -25.0% | -27.3% | +2.3% | -14.3% |
| 6M | +23.6% | -12.1% | +35.7% | +31.7% |
| YTD | +49.2% | +37.1% | +12.1% | +35.9% |
| 1Y | +89.3% | -0.5% | +89.8% | +90.6% |
| 3Y | +274.4% | +61.5% | +212.8% | +210.6% |
| All | +433.3% | -58.7% | +492.0% | +502.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling