+256.4%
KDP vs GME
+483.4%
-227.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +8.2% | +4.8% | +3.4% | +8.1% |
| 30D | +18.4% | -4.3% | +22.6% | +18.4% |
| 3M | +29.2% | +35.3% | -6.1% | +28.7% |
| 6M | +32.3% | +4.7% | +27.5% | +32.1% |
| YTD | +38.5% | +26.6% | +11.8% | +37.9% |
| 1Y | +48.5% | +18.3% | +30.2% | +48.0% |
| 3Y | +32.5% | +102.8% | -70.3% | +28.3% |
| 5Y | +19.7% | -48.9% | +68.6% | +17.2% |
| 10Y | +256.4% | +480.5% | -224.1% | +176.4% |
| All | +256.4% | +483.4% | -227.0% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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