Linux

Besides for fun you mean? No.

You could compile with -march=native to get an optimised build, but its unlikely to show any benefit outside benchmarks.

Primarily if you want some functionality that isn't mainlined, or isn't released as stable yet.

Like hibernate in lockdown mode, or out of tree drivers, or maybe something new coming up in the emulation support world like NTSync, though I think that last example was mainlined by now.

Your question is one of the two reasons I love GNU/Linux so much, and will not go back to proprietary tools ever again :)

Even tough as a very average user myself I would never feel like compiling my own kernel, and would even less know how to do such a thing, I know it's a possibility and I know other users are doing it. And that is a possibility only because of the freedoms we the users are given by the GPL to do... what we want. To me, as an ex-lifelong Apple user (I started being their customer in the early 80s and only switched full time some 7 or 8 years ago to GNU/Linux) this is amazing and wonderful freedom.

Sorry if I have not replied precisely to your question but reading it I realized it was a great demonstration of what freedom is supposed to mean, and I felt like sharing it.

In all my time with Linux, I have never once recompiled. I'd go as far to say as it is never necessary for a normo to do it.

Normal user? Extremely rarely would you need to build the kernel. Distributions design their options to fit most use cases, and you’ve observed the extensibility through modules. The kernel itself has moved towards runtime configurable options for your convenience over time, such as with

PREEMPT_DYNAMIC

Where in the past changing the preemption model would require a recompile. Ultimately, this is a good thing; it makes your life easier and you can get better support for a common kernel if you need to debug.

It does happen though if you need special hardware or if you’re picky about specific kernel features. For example, I’ve used kernels that don’t have built-in support for memory compression. Need is a subjective term, and I felt that was a configuration option that I needed because a memory upgrade was not an option. I would argue there was a point to that effort. Considering that you phrase your question as asking about normal users, then no, I would say that’s rarely required and generally you can achieve your goals by tuning kernel parameters.

I've only done it to REMOVE features but that's just a silly exercise in making the absolute tiniest OS I can

The only time I have compiled a kernel in the last 10 years was to bisect to determine what change introduced a bug affecting my particular hardware combination.

For consumer hardware supported by stock kernels? No advantage at all. At most you may want to switch kernels, but most distros have a handy tool for that.

The only time I’ve compiled my own kernel in the last 15 years has been for work on very specialized embedded systems.

Actual benefit? I'd say code not compiled in is code that cannot be abused.

There are also more obscure benefits - like getting more familiar with your system.

Not really unless you need a specific optimization or module that isn't available otherwise. Most distros make distribution of external modules available via package manager, and most of the optimizations you would want to enabke can be turns on or off elsewhere as feature flags.