+704.5%
KGC vs GME
+1,469.6%
-765.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.8% |
| 7D | +8.0% | +4.8% | +3.2% | +7.9% |
| 30D | -9.3% | -4.3% | -5.1% | -9.2% |
| 3M | -21.3% | +35.3% | -56.7% | -22.0% |
| 6M | -31.5% | +4.7% | -36.2% | -31.6% |
| YTD | -23.2% | +26.6% | -49.9% | -23.9% |
| 1Y | -15.0% | +18.3% | -33.4% | -15.6% |
| 3Y | +328.7% | +102.8% | +225.9% | +308.5% |
| 5Y | +262.9% | -48.9% | +311.8% | +251.7% |
| 10Y | +568.9% | +480.5% | +88.4% | +410.9% |
| All | +704.5% | +1,469.6% | -765.1% | +450.2% |
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