+281.9%
KLAC vs GPC
+0.7%
+281.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.1% |
| 7D | +5.7% | +1.2% | +4.5% | +5.5% |
| 30D | -3.6% | +6.0% | -9.6% | -4.5% |
| 3M | -12.8% | +42.6% | -55.4% | -19.6% |
| 6M | +26.1% | +22.8% | +3.3% | +20.1% |
| YTD | +53.3% | +15.5% | +37.9% | +47.0% |
| 1Y | +113.7% | +2.0% | +111.6% | +111.5% |
| All | +281.9% | +0.7% | +281.2% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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