+552.0%
KGC vs GRMN
+182.7%
+369.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +2.4% | +0.2% | +2.3% | +2.4% |
| 30D | +9.2% | -11.3% | +20.6% | +11.7% |
| 3M | +16.7% | +17.7% | -1.0% | +12.6% |
| 6M | -7.0% | +14.2% | -21.2% | -9.6% |
| YTD | +7.5% | +37.0% | -29.5% | +1.7% |
| 1Y | +34.4% | +17.0% | +17.4% | +29.2% |
| 3Y | +552.0% | +183.2% | +368.8% | +404.6% |
| All | +552.0% | +182.7% | +369.3% | +404.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling