+9,753.2%
KLAC vs GRMN
+6,655.2%
+3,098.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +5.7% | -2.9% | +8.6% | +6.9% |
| 30D | -3.6% | -8.4% | +4.8% | -0.4% |
| 3M | -12.8% | +15.0% | -27.8% | -18.7% |
| 6M | +26.1% | +11.2% | +14.9% | +19.3% |
| YTD | +53.3% | +37.7% | +15.6% | +33.5% |
| 1Y | +113.7% | +18.5% | +95.2% | +96.3% |
| 3Y | +274.9% | +175.8% | +99.1% | +143.3% |
| 5Y | +470.1% | +75.1% | +395.0% | +338.9% |
| 10Y | +2,997.0% | +637.0% | +2,360.0% | +1,415.0% |
| All | +9,753.2% | +6,655.2% | +3,098.0% | +2,095.3% |
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