+693.6%
KR vs GME
+1,127.7%
-434.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -1.6% |
| 7D | -3.1% | +4.8% | -7.9% | -3.3% |
| 30D | +0.6% | +5.9% | -5.2% | +0.4% |
| 3M | -9.8% | -10.7% | +0.9% | -9.4% |
| 6M | -22.1% | -19.8% | -2.3% | -21.5% |
| YTD | -8.1% | -0.9% | -7.2% | -8.3% |
| 1Y | -14.7% | -15.7% | +1.0% | -14.3% |
| 3Y | +28.6% | +12.3% | +16.3% | +19.6% |
| 5Y | +36.4% | -60.1% | +96.4% | +29.1% |
| 10Y | +120.8% | +265.3% | -144.5% | +29.9% |
| All | +693.6% | +1,127.7% | -434.1% | +266.9% |
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