+597.9%
GRMN vs KIM
+63.6%
+534.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +1.2% | +14.1% | -12.9% | -2.6% |
| 3M | -8.9% | +6.0% | -14.9% | -10.5% |
| 6M | +23.0% | +13.2% | +9.8% | +18.4% |
| YTD | +41.2% | +30.4% | +10.8% | +30.2% |
| 1Y | +47.5% | +31.0% | +16.5% | +35.8% |
| 3Y | +155.8% | +67.6% | +88.1% | +120.1% |
| 5Y | +120.2% | +35.8% | +84.4% | +99.1% |
| All | +597.9% | +63.6% | +534.3% | +461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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