+37.7%
KR vs GME
+18.5%
+19.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.7% |
| 7D | -0.2% | +10.4% | -10.6% | -0.1% |
| 30D | +5.1% | +14.1% | -9.0% | +5.2% |
| 3M | -8.2% | -4.6% | -3.5% | -8.2% |
| 6M | -18.0% | -13.5% | -4.5% | -18.1% |
| YTD | -4.8% | +5.3% | -10.1% | -4.7% |
| 1Y | -11.0% | -14.9% | +3.9% | -11.1% |
| 3Y | +37.7% | +24.3% | +13.4% | +42.1% |
| All | +37.7% | +18.5% | +19.2% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling