+155.2%
KEYS vs GRMN
+190.9%
-35.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.3% | +2.8% |
| 7D | +3.5% | +2.4% | +1.1% | +2.8% |
| 30D | -4.5% | -8.5% | +4.0% | -2.0% |
| 3M | -0.4% | +19.5% | -19.9% | -6.3% |
| 6M | +19.1% | +21.2% | -2.1% | +11.6% |
| YTD | +66.7% | +41.0% | +25.6% | +49.3% |
| 1Y | +96.5% | +19.6% | +76.9% | +83.8% |
| 3Y | +155.2% | +183.8% | -28.6% | +120.5% |
| All | +155.2% | +190.9% | -35.8% | +120.5% |
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