+129,625.7%
KLAC vs GPC
+2,105.4%
+127,520.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -2.1% | +0.4% | -2.4% | -2.2% |
| 30D | -21.8% | -1.8% | -20.0% | -21.3% |
| 3M | -20.5% | -6.6% | -13.9% | -18.0% |
| 6M | -18.0% | +21.3% | -39.3% | -29.5% |
| YTD | +26.4% | +4.3% | +22.1% | +16.4% |
| 1Y | +26.3% | +3.3% | +23.0% | +16.7% |
| 3Y | +193.3% | +0.8% | +192.5% | +158.9% |
| 5Y | +297.2% | +7.4% | +289.8% | +236.2% |
| 10Y | +2,288.0% | +79.2% | +2,208.7% | +1,268.8% |
| All | +129,625.7% | +2,105.4% | +127,520.4% | +21,253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling