+133.4%
KR vs GME
+285.6%
-152.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.6% |
| 7D | -0.2% | +10.4% | -10.6% | -0.4% |
| 30D | +5.1% | +14.1% | -9.0% | +4.7% |
| 3M | -8.2% | -4.6% | -3.5% | -8.1% |
| 6M | -18.0% | -13.5% | -4.5% | -17.8% |
| YTD | -4.8% | +5.3% | -10.1% | -5.1% |
| 1Y | -11.0% | -14.9% | +3.9% | -10.8% |
| 3Y | +37.7% | +24.3% | +13.4% | +31.4% |
| 5Y | +52.8% | -55.6% | +108.4% | +47.4% |
| All | +133.4% | +285.6% | -152.2% | +63.3% |
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