+7,986.4%
KLAC vs GRMN
+6,828.2%
+1,158.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +10.0% | -0.9% | +10.9% | +10.5% |
| 30D | -14.8% | +1.2% | -16.0% | -15.4% |
| 3M | -27.2% | -8.9% | -18.3% | -24.9% |
| 6M | -17.5% | +23.0% | -40.5% | -25.2% |
| YTD | +25.8% | +41.2% | -15.4% | +8.1% |
| 1Y | +31.8% | +47.5% | -15.7% | +11.4% |
| 3Y | +195.3% | +155.8% | +39.5% | +96.8% |
| 5Y | +285.9% | +120.2% | +165.8% | +173.4% |
| 10Y | +2,247.6% | +629.9% | +1,617.7% | +1,045.1% |
| All | +7,986.4% | +6,828.2% | +1,158.1% | +1,676.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling