+696.7%
KKR vs GME
+285.6%
+411.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -6.2% | +10.4% | -16.6% | -6.6% |
| 30D | -8.9% | +14.1% | -22.9% | -9.4% |
| 3M | +6.3% | -4.6% | +10.9% | +6.4% |
| 6M | +16.5% | -13.5% | +30.0% | +16.9% |
| YTD | -20.3% | +5.3% | -25.6% | -20.6% |
| 1Y | -29.8% | -14.9% | -14.9% | -29.5% |
| 3Y | +63.2% | +24.3% | +38.9% | +53.8% |
| 5Y | +68.0% | -55.6% | +123.5% | +60.8% |
| All | +696.7% | +285.6% | +411.1% | +355.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling