+454.5%
KGC vs GME
-62.6%
+517.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.4% |
| 30D | +9.2% | -1.4% | +10.6% | +9.3% |
| 3M | +16.7% | -15.1% | +31.9% | +17.7% |
| 6M | -7.0% | -22.5% | +15.5% | -5.8% |
| YTD | +7.5% | -5.9% | +13.4% | +7.6% |
| 1Y | +34.4% | -18.6% | +53.0% | +35.5% |
| 3Y | +552.0% | +6.7% | +545.3% | +506.3% |
| 5Y | +454.5% | -62.0% | +516.5% | +445.1% |
| All | +454.5% | -62.6% | +517.1% | +445.1% |
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 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