+667.2%
KO vs GME
+1,158.5%
-491.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.3% |
| 7D | -1.1% | +6.0% | -7.1% | -1.3% |
| 30D | +1.6% | +8.3% | -6.8% | +1.3% |
| 3M | +5.8% | -9.1% | +14.8% | +6.0% |
| 6M | +14.3% | -16.3% | +30.6% | +14.7% |
| YTD | +27.3% | +1.5% | +25.8% | +27.1% |
| 1Y | +33.2% | -16.3% | +49.5% | +33.5% |
| 3Y | +64.5% | +15.1% | +49.3% | +57.6% |
| 5Y | +83.1% | -57.2% | +140.3% | +76.9% |
| 10Y | +183.9% | +274.5% | -90.6% | +86.3% |
| All | +667.2% | +1,158.5% | -491.3% | +295.3% |
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