+6.7%
KDP vs GME
+0.2%
+6.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.3% | +7.2% | -5.9% | +1.3% |
| 30D | +6.0% | +0.8% | +5.2% | +6.0% |
| 3M | +9.2% | -14.0% | +23.2% | +9.2% |
| 6M | +14.7% | -19.7% | +34.4% | +14.7% |
| YTD | +19.2% | -4.6% | +23.8% | +19.2% |
| 1Y | +15.2% | -14.3% | +29.5% | +15.1% |
| All | +6.7% | +0.2% | +6.6% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling