+654.9%
KLAC vs GRAB
-74.4%
+729.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.2% | -2.0% |
| 7D | +6.2% | -13.9% | +20.1% | +9.2% |
| 30D | -5.0% | -17.2% | +12.2% | -1.6% |
| 3M | -14.4% | -7.9% | -6.5% | -13.3% |
| 6M | +28.3% | -23.2% | +51.5% | +34.4% |
| YTD | +51.1% | -39.1% | +90.2% | +65.0% |
| 1Y | +100.4% | -42.5% | +142.9% | +121.1% |
| 3Y | +276.3% | -18.3% | +294.6% | +283.3% |
| 5Y | +452.1% | -71.7% | +523.8% | +483.3% |
| All | +654.9% | -74.4% | +729.3% | +684.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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