+84.6%
KRE vs GRMN
+179.1%
-94.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | -3.4% | -13.1% | +9.7% | +1.0% |
| 3M | +3.7% | +14.9% | -11.2% | -1.8% |
| 6M | +14.8% | +13.1% | +1.7% | +9.0% |
| YTD | +14.7% | +35.3% | -20.6% | +1.6% |
| 1Y | +16.0% | +16.0% | 0.0% | +8.3% |
| All | +84.6% | +179.1% | -94.5% | +33.6% |
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 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