+5,240.8%
GRMN vs KIM
+509.8%
+4,731.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -8.4% | -4.0% | -4.5% | -7.2% |
| 3M | +15.0% | +0.5% | +14.5% | +14.5% |
| 6M | +11.2% | +3.6% | +7.6% | +9.7% |
| YTD | +37.7% | +20.4% | +17.3% | +29.0% |
| 1Y | +18.5% | +9.7% | +8.8% | +14.5% |
| 3Y | +175.8% | +46.0% | +129.8% | +141.4% |
| 5Y | +75.1% | +34.4% | +40.7% | +56.3% |
| 10Y | +637.0% | +29.3% | +607.7% | +502.0% |
| All | +5,240.8% | +509.8% | +4,731.1% | +1,967.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling