-1.9%
KWEB vs GRMN
+190.9%
-192.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.6% | -0.2% |
| 7D | -5.6% | +2.4% | -8.0% | -6.0% |
| 30D | -10.7% | -8.5% | -2.2% | -9.2% |
| 3M | -7.4% | +19.5% | -26.9% | -10.8% |
| 6M | -19.3% | +21.2% | -40.5% | -22.5% |
| YTD | -27.8% | +41.0% | -68.8% | -32.6% |
| 1Y | -35.9% | +19.6% | -55.5% | -38.5% |
| 3Y | -1.9% | +183.8% | -185.7% | -19.4% |
| All | -1.9% | +190.9% | -192.9% | -19.4% |
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 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