+5.1%
KDP vs GME
-62.6%
+67.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +2.1% | +0.4% | +1.6% | +2.1% |
| 30D | +8.5% | -1.4% | +9.9% | +8.5% |
| 3M | +6.6% | -15.1% | +21.7% | +6.7% |
| 6M | +17.1% | -22.5% | +39.6% | +17.2% |
| YTD | +19.0% | -5.9% | +25.0% | +19.0% |
| 1Y | +21.8% | -18.6% | +40.4% | +21.9% |
| 3Y | +6.4% | +6.7% | -0.2% | +3.5% |
| 5Y | +5.1% | -62.0% | +67.1% | +5.0% |
| All | +5.1% | -62.6% | +67.7% | +5.0% |
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