+224.5%
KEEL vs GRMN
+190.9%
+33.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.5% | +2.1% |
| 7D | +2.9% | +2.4% | +0.5% | +1.9% |
| 30D | +0.8% | -8.5% | +9.3% | +4.6% |
| 3M | -35.3% | +19.5% | -54.8% | -41.5% |
| 6M | +59.4% | +21.2% | +38.2% | +44.3% |
| YTD | +51.9% | +41.0% | +10.9% | +27.4% |
| 1Y | +75.0% | +19.6% | +55.4% | +58.2% |
| 3Y | +224.5% | +183.8% | +40.8% | +143.2% |
| All | +224.5% | +190.9% | +33.6% | +143.2% |
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