+1,117.5%
KDP vs GRMN
+1,050.8%
+66.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | -2.9% | +4.1% | +1.8% |
| 30D | +6.0% | -8.4% | +14.4% | +7.6% |
| 3M | +9.2% | +15.0% | -5.8% | +6.1% |
| 6M | +14.7% | +11.2% | +3.5% | +11.9% |
| YTD | +19.2% | +37.7% | -18.5% | +11.6% |
| 1Y | +15.2% | +18.5% | -3.3% | +10.7% |
| 3Y | +6.0% | +175.8% | -169.8% | -14.9% |
| 5Y | +5.4% | +75.1% | -69.7% | -8.9% |
| 10Y | +171.9% | +637.0% | -465.2% | +78.5% |
| All | +1,117.5% | +1,050.8% | +66.7% | +485.6% |
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