-60.1%
GME vs KIM
+37.3%
-97.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +6.0% |
| 7D | +4.8% | -1.0% | +5.8% | +5.6% |
| 30D | +5.9% | -1.1% | +6.9% | +6.7% |
| 3M | -10.7% | -5.3% | -5.4% | -7.1% |
| 6M | -19.8% | +3.9% | -23.7% | -23.4% |
| YTD | -0.9% | +20.3% | -21.2% | -17.5% |
| 1Y | -15.7% | +10.4% | -26.1% | -24.5% |
| 3Y | +12.3% | +46.3% | -34.0% | -26.7% |
| 5Y | -60.1% | +37.6% | -97.6% | -70.1% |
| All | -60.1% | +37.3% | -97.4% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling