+1,428.1%
GME vs KIM
+456.4%
+971.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -4.8% | +14.1% | -18.9% | -10.2% |
| 3M | +39.2% | +6.0% | +33.2% | +35.4% |
| 6M | +17.1% | +13.2% | +3.8% | +10.3% |
| YTD | +28.7% | +30.4% | -1.6% | +13.7% |
| 1Y | +23.3% | +31.0% | -7.7% | +8.7% |
| 3Y | +112.9% | +67.6% | +45.3% | +68.4% |
| 5Y | -48.8% | +35.8% | -84.6% | -54.5% |
| 10Y | +478.2% | +63.7% | +414.5% | +338.0% |
| All | +1,428.1% | +456.4% | +971.7% | +381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling