+2,838.9%
KLAC vs GRMN
+646.1%
+2,192.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +2.5% | -1.8% | +4.2% | +3.6% |
| 30D | -11.5% | -12.1% | +0.6% | -4.0% |
| 3M | -16.9% | +18.0% | -34.9% | -27.9% |
| 6M | +22.2% | +13.7% | +8.5% | +9.0% |
| YTD | +46.4% | +35.3% | +11.1% | +15.3% |
| 1Y | +91.0% | +17.2% | +73.8% | +64.3% |
| 3Y | +264.6% | +179.6% | +84.9% | +45.8% |
| 5Y | +430.6% | +75.6% | +355.0% | +209.3% |
| All | +2,838.9% | +646.1% | +2,192.9% | +584.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling