-35.3%
KEEL vs GME
-56.3%
+21.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +2.9% |
| 7D | +2.9% | +10.4% | -7.5% | +0.3% |
| 30D | +0.8% | +14.1% | -13.2% | -2.4% |
| 3M | -35.3% | -4.6% | -30.7% | -34.9% |
| 6M | +59.4% | -13.5% | +72.9% | +64.0% |
| YTD | +51.9% | +5.3% | +46.6% | +48.0% |
| 1Y | +75.0% | -14.9% | +89.9% | +80.0% |
| 3Y | +224.5% | +24.3% | +200.3% | +99.7% |
| All | -35.3% | -56.3% | +21.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling