+294.6%
KMB vs GRMN
+6,655.2%
-6,360.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | -2.9% | -0.2% | -2.7% |
| 30D | -5.5% | -8.4% | +3.0% | -4.6% |
| 3M | +14.0% | +15.0% | -1.0% | +12.0% |
| 6M | +4.1% | +11.2% | -7.1% | +2.5% |
| YTD | +8.0% | +37.7% | -29.7% | +3.8% |
| 1Y | -13.7% | +18.5% | -32.2% | -15.8% |
| 3Y | -5.9% | +175.8% | -181.8% | -17.6% |
| 5Y | -8.6% | +75.1% | -83.7% | -16.4% |
| 10Y | +17.3% | +637.0% | -619.8% | -8.3% |
| All | +294.6% | +6,655.2% | -6,360.6% | +154.3% |
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