+130.2%
KMI vs GRMN
+646.1%
-515.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -1.7% | -12.1% | +10.4% | +2.3% |
| 3M | -1.9% | +18.0% | -19.9% | -7.8% |
| 6M | -4.3% | +13.7% | -18.1% | -9.5% |
| YTD | +15.8% | +35.3% | -19.5% | +2.6% |
| 1Y | +17.6% | +17.2% | +0.3% | +9.0% |
| 3Y | +113.1% | +179.6% | -66.5% | +31.6% |
| 5Y | +154.0% | +75.6% | +78.4% | +91.5% |
| All | +130.2% | +646.1% | -515.9% | -11.3% |
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 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