+17.9%
KDP vs GME
-53.9%
+71.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.8% |
| 7D | +0.3% | +5.8% | -5.5% | +0.3% |
| 30D | +16.3% | -3.7% | +20.0% | +16.3% |
| 3M | +24.0% | +33.6% | -9.6% | +23.8% |
| 6M | +30.0% | +5.4% | +24.6% | +29.9% |
| YTD | +36.1% | +27.4% | +8.6% | +35.8% |
| 1Y | +46.8% | +19.0% | +27.8% | +46.6% |
| 3Y | +30.5% | +101.5% | -71.0% | +26.2% |
| 5Y | +17.9% | -50.5% | +68.4% | +18.6% |
| All | +17.9% | -53.9% | +71.8% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling