When BMW announced the E92 M3 GTS model, its specs and price tag people said the Germans have gone crazy. Asking $145,000 for it seemed like a losing bet but over time, it proved to be just right.

But that’s exactly what unfolded when the Koenigsegg Jesko Attack lined up alongside a Lamborghini Revuelto and a heavily modified BMW M3 Touring. On paper, the Jesko looks untouchable. The ...