+655.3%
KGC vs GME
+271.8%
+383.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -4.3% |
| 7D | -8.4% | +6.0% | -14.5% | -8.5% |
| 30D | +6.3% | +8.3% | -2.0% | +6.2% |
| 3M | +22.4% | -9.1% | +31.5% | +22.6% |
| 6M | -11.4% | -16.3% | +4.9% | -11.2% |
| YTD | +3.1% | +1.5% | +1.6% | +3.1% |
| 1Y | +26.6% | -16.3% | +42.9% | +26.8% |
| 3Y | +525.6% | +15.1% | +510.4% | +519.4% |
| 5Y | +451.7% | -57.2% | +508.8% | +446.2% |
| All | +655.3% | +271.8% | +383.6% | +808.1% |
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