-45.3%
KEEL vs GME
+15.0%
-60.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -4.9% |
| 7D | -13.6% | +7.8% | -21.3% | -15.1% |
| 30D | -39.1% | -0.4% | -38.7% | -38.9% |
| 3M | -48.9% | +30.9% | -79.8% | -52.1% |
| 6M | -35.4% | +5.5% | -40.8% | -35.8% |
| YTD | -10.6% | +25.2% | -35.8% | -24.2% |
| 1Y | -45.3% | +14.4% | -59.7% | -52.0% |
| All | -45.3% | +15.0% | -60.3% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling