+1,314.5%
KDP vs GRMN
+1,103.8%
+210.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +1.9% |
| 7D | +8.2% | +6.3% | +1.9% | +7.1% |
| 30D | +18.4% | +7.6% | +10.8% | +16.8% |
| 3M | +29.2% | -7.5% | +36.7% | +30.8% |
| 6M | +32.3% | +21.2% | +11.0% | +27.2% |
| YTD | +38.5% | +44.0% | -5.6% | +28.5% |
| 1Y | +48.5% | +44.7% | +3.8% | +37.7% |
| 3Y | +32.5% | +160.5% | -128.1% | +7.6% |
| 5Y | +19.7% | +124.6% | -105.0% | -1.1% |
| 10Y | +256.4% | +651.6% | -395.2% | +133.0% |
| All | +1,314.5% | +1,103.8% | +210.7% | +574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling