+128.7%
KEY vs GRMN
+155.8%
-27.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +2.9% | -0.9% | +3.8% | +3.2% |
| 30D | +8.4% | +1.2% | +7.3% | +7.8% |
| 3M | -5.8% | -8.9% | +3.2% | -3.0% |
| 6M | +5.4% | +23.0% | -17.6% | -3.5% |
| YTD | +7.1% | +41.2% | -34.2% | -7.9% |
| 1Y | +26.8% | +47.5% | -20.7% | +7.1% |
| 3Y | +128.7% | +155.8% | -27.1% | +36.0% |
| All | +128.7% | +155.8% | -27.1% | +36.0% |
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