+675.7%
KGC vs GME
+1,495.6%
-819.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -6.7% | +2.9% | -9.6% | -6.7% |
| 30D | -6.7% | -4.8% | -1.9% | -6.5% |
| 3M | -22.6% | +39.2% | -61.8% | -23.3% |
| 6M | -33.4% | +17.1% | -50.5% | -33.8% |
| YTD | -26.0% | +28.7% | -54.7% | -26.6% |
| 1Y | -18.3% | +23.3% | -41.6% | -18.9% |
| 3Y | +315.8% | +112.9% | +202.9% | +295.7% |
| 5Y | +225.7% | -48.8% | +274.5% | +215.6% |
| 10Y | +610.5% | +478.2% | +132.3% | +443.6% |
| All | +675.7% | +1,495.6% | -819.8% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling