+1,080.2%
KEYS vs GRMN
+643.2%
+437.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | -2.2% | -11.3% | +9.1% | +3.0% |
| 3M | +0.5% | +17.7% | -17.2% | -7.7% |
| 6M | +22.4% | +14.2% | +8.2% | +13.8% |
| YTD | +64.1% | +37.0% | +27.1% | +40.3% |
| 1Y | +97.0% | +17.0% | +80.0% | +79.8% |
| 3Y | +152.0% | +183.2% | -31.2% | +44.4% |
| 5Y | +83.7% | +77.3% | +6.5% | +30.1% |
| 10Y | +997.9% | +630.9% | +367.0% | +330.0% |
| All | +1,080.2% | +643.2% | +437.1% | +334.1% |
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