+1,187.7%
KGC vs GRMN
+6,905.4%
-5,717.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.1% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -11.6% | +3.5% | -15.2% | -12.1% |
| 3M | -24.5% | -7.3% | -17.2% | -23.7% |
| 6M | -34.6% | +21.8% | -56.3% | -36.8% |
| YTD | -26.2% | +42.8% | -69.0% | -30.4% |
| 1Y | -20.1% | +46.5% | -66.6% | -25.0% |
| 3Y | +312.4% | +158.3% | +154.1% | +249.3% |
| 5Y | +224.9% | +122.6% | +102.3% | +179.4% |
| 10Y | +608.7% | +638.0% | -29.3% | +410.2% |
| All | +1,187.7% | +6,905.4% | -5,717.6% | +693.8% |
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