+655.3%
KGC vs GRMN
+646.1%
+9.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.4% | -1.8% | -6.6% | -8.0% |
| 30D | +6.3% | -12.1% | +18.4% | +9.5% |
| 3M | +22.4% | +18.0% | +4.4% | +17.1% |
| 6M | -11.4% | +13.7% | -25.1% | -14.3% |
| YTD | +3.1% | +35.3% | -32.2% | -4.0% |
| 1Y | +26.6% | +17.2% | +9.4% | +21.0% |
| 3Y | +525.6% | +179.6% | +346.0% | +370.4% |
| 5Y | +451.7% | +75.6% | +376.1% | +342.9% |
| All | +655.3% | +646.1% | +9.3% | +371.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling