+102.8%
GME vs KIM
+65.6%
+37.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +4.8% | +2.8% | +2.0% | +3.3% |
| 30D | -4.3% | +15.9% | -20.1% | -11.5% |
| 3M | +35.3% | +7.8% | +27.6% | +29.9% |
| 6M | +4.7% | +11.9% | -7.1% | -2.3% |
| YTD | +26.6% | +31.0% | -4.4% | +6.3% |
| 1Y | +18.3% | +32.3% | -14.0% | -1.4% |
| 3Y | +102.8% | +65.5% | +37.3% | +33.7% |
| All | +102.8% | +65.6% | +37.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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