+280.1%
KEEL vs GRMN
+312.0%
-31.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +2.7% | -1.8% | +4.5% | +3.9% |
| 30D | +4.6% | -12.1% | +16.7% | +14.2% |
| 3M | -34.5% | +18.0% | -52.5% | -44.3% |
| 6M | +59.3% | +13.7% | +45.5% | +40.1% |
| YTD | +46.4% | +35.3% | +11.1% | +12.7% |
| 1Y | +96.6% | +17.2% | +79.3% | +67.7% |
| 3Y | +182.0% | +179.6% | +2.3% | +7.1% |
| 5Y | -38.2% | +75.6% | -113.8% | -67.7% |
| All | +280.1% | +312.0% | -31.9% | +53.8% |
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 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