+148.6%
KRE vs GRMN
+979.1%
-830.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | +6.1% | +1.2% | +4.9% | +5.4% |
| 3M | -5.9% | -8.9% | +3.0% | -2.7% |
| 6M | +9.6% | +23.0% | -13.4% | -0.8% |
| YTD | +14.2% | +41.2% | -27.0% | -3.2% |
| 1Y | +22.5% | +47.5% | -25.0% | +2.0% |
| 3Y | +90.4% | +155.8% | -65.4% | +22.0% |
| 5Y | +11.9% | +120.2% | -108.3% | -24.6% |
| 10Y | +88.8% | +629.9% | -541.1% | -20.2% |
| All | +148.6% | +979.1% | -830.6% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling