+274.4%
KLAC vs GRMN
+190.9%
+83.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.3% | +0.6% |
| 7D | -2.7% | +2.4% | -5.1% | -3.4% |
| 30D | -13.2% | -8.5% | -4.7% | -10.8% |
| 3M | -25.0% | +19.5% | -44.5% | -30.4% |
| 6M | +23.6% | +21.2% | +2.4% | +14.6% |
| YTD | +49.2% | +41.0% | +8.2% | +30.8% |
| 1Y | +89.3% | +19.6% | +69.7% | +75.0% |
| 3Y | +274.4% | +183.8% | +90.6% | +176.8% |
| All | +274.4% | +190.9% | +83.4% | +176.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling