+17.9%
KDP vs GRMN
+122.3%
-104.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.5% |
| 7D | +0.3% | +6.4% | -6.1% | -0.5% |
| 30D | +16.3% | +8.7% | +7.6% | +15.0% |
| 3M | +24.0% | -5.8% | +29.8% | +24.8% |
| 6M | +30.0% | +22.5% | +7.4% | +25.8% |
| YTD | +36.1% | +45.6% | -9.5% | +27.9% |
| 1Y | +46.8% | +47.5% | -0.6% | +37.6% |
| 3Y | +30.5% | +166.2% | -135.8% | +5.3% |
| 5Y | +17.9% | +124.1% | -106.2% | +0.1% |
| All | +17.9% | +122.3% | -104.4% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling