+16.6%
KRE vs GRMN
+18.2%
-1.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.3% | -2.9% | +4.2% | +1.9% |
| 30D | -2.7% | -8.4% | +5.8% | -1.0% |
| 3M | +8.2% | +15.0% | -6.8% | +4.3% |
| 6M | +12.8% | +11.2% | +1.6% | +9.2% |
| YTD | +17.5% | +37.7% | -20.2% | +7.0% |
| 1Y | +16.6% | +18.5% | -1.9% | +10.5% |
| All | +16.6% | +18.2% | -1.6% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling