+31.7%
KRE vs GRMN
+81.6%
-49.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.5% |
| 7D | -1.8% | +2.4% | -4.3% | -2.8% |
| 30D | -4.5% | -8.5% | +4.0% | -1.3% |
| 3M | +2.7% | +19.5% | -16.7% | -5.2% |
| 6M | +16.9% | +21.2% | -4.3% | +6.8% |
| YTD | +15.4% | +41.0% | -25.7% | -1.6% |
| 1Y | +16.1% | +19.6% | -3.5% | +5.7% |
| 3Y | +85.7% | +183.8% | -98.1% | +10.0% |
| All | +31.7% | +81.6% | -49.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling