+988.5%
KGC vs GME
+1,205.5%
-217.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.6% |
| 7D | -5.6% | +10.4% | -16.0% | -5.9% |
| 30D | +6.1% | +14.1% | -7.9% | +5.7% |
| 3M | +17.3% | -4.6% | +22.0% | +17.4% |
| 6M | -10.3% | -13.5% | +3.2% | -10.0% |
| YTD | +3.9% | +5.3% | -1.5% | +3.6% |
| 1Y | +25.7% | -14.9% | +40.6% | +26.1% |
| 3Y | +526.0% | +24.3% | +501.7% | +504.1% |
| 5Y | +455.5% | -55.6% | +511.0% | +440.7% |
| 10Y | +680.7% | +288.5% | +392.2% | +512.5% |
| All | +988.5% | +1,205.5% | -217.0% | +648.5% |
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