+669.0%
GRMN vs KIM
+32.5%
+636.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.7% | +4.4% |
| 7D | +2.4% | -1.7% | +4.2% | +2.9% |
| 30D | -8.5% | -3.0% | -5.5% | -7.7% |
| 3M | +19.5% | -8.9% | +28.3% | +22.6% |
| 6M | +21.2% | +2.4% | +18.8% | +20.1% |
| YTD | +41.0% | +18.3% | +22.7% | +33.8% |
| 1Y | +19.6% | +8.2% | +11.4% | +16.4% |
| 3Y | +183.8% | +44.0% | +139.8% | +154.5% |
| 5Y | +83.0% | +37.3% | +45.7% | +66.0% |
| All | +669.0% | +32.5% | +636.5% | +566.0% |
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