-18.3%
KGC vs GME
+21.5%
-39.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -6.7% | +2.9% | -9.6% | -6.9% |
| 30D | -6.7% | -4.8% | -1.9% | -6.2% |
| 3M | -22.6% | +39.2% | -61.8% | -25.6% |
| 6M | -33.4% | +17.1% | -50.5% | -34.5% |
| YTD | -26.0% | +28.7% | -54.7% | -28.7% |
| 1Y | -18.3% | +23.3% | -41.6% | -21.4% |
| All | -18.3% | +21.5% | -39.8% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling