-17.5%
KLAC vs GRMN
+20.7%
-38.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.3% |
| 7D | +10.0% | -0.9% | +10.9% | +9.9% |
| 30D | -14.8% | +1.2% | -16.0% | -14.6% |
| 3M | -27.2% | -8.9% | -18.3% | -28.8% |
| 6M | -17.5% | +23.0% | -40.5% | -20.7% |
| All | -17.5% | +20.7% | -38.1% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling