+9,167.5%
KLAC vs GPN
+2,487.0%
+6,680.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | -2.7% | -4.6% | +1.9% | -0.7% |
| 30D | -13.2% | -0.3% | -12.9% | -13.3% |
| 3M | -25.0% | +35.4% | -60.4% | -36.2% |
| 6M | +23.6% | +21.7% | +1.9% | +9.4% |
| YTD | +49.2% | +14.9% | +34.3% | +33.6% |
| 1Y | +89.3% | +3.2% | +86.1% | +77.1% |
| 3Y | +274.4% | -27.1% | +301.5% | +296.9% |
| 5Y | +440.9% | -44.4% | +485.3% | +533.0% |
| 10Y | +2,947.7% | +27.0% | +2,920.7% | +2,363.7% |
| All | +9,167.5% | +2,487.0% | +6,680.5% | +1,703.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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