+121.6%
KRE vs GRMN
+646.1%
-524.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | -1.8% | +0.4% | -0.5% |
| 30D | -3.9% | -12.1% | +8.2% | +2.5% |
| 3M | +3.6% | +18.0% | -14.4% | -6.1% |
| 6M | +15.4% | +13.7% | +1.7% | +6.0% |
| YTD | +15.2% | +35.3% | -20.1% | -4.3% |
| 1Y | +16.5% | +17.2% | -0.8% | +3.8% |
| 3Y | +85.2% | +179.6% | -94.5% | -6.4% |
| 5Y | +33.1% | +75.6% | -42.5% | -11.1% |
| All | +121.6% | +646.1% | -524.4% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling