+26.9%
KRE vs GRMN
+40.7%
-13.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +0.5% |
| 7D | +2.8% | +6.1% | -3.3% | +1.6% |
| 30D | +5.3% | +1.3% | +4.0% | +5.0% |
| 3M | -4.2% | -5.6% | +1.3% | -3.3% |
| 6M | +8.7% | +22.2% | -13.5% | +3.3% |
| YTD | +16.4% | +44.3% | -27.9% | +3.6% |
| 1Y | +26.9% | +43.1% | -16.2% | +13.7% |
| All | +26.9% | +40.7% | -13.8% | +13.7% |
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