+94.2%
KEY vs GME
+475.1%
-380.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +2.9% | +2.9% | 0.0% | +2.8% |
| 30D | +8.4% | -4.8% | +13.2% | +8.7% |
| 3M | -5.8% | +39.2% | -45.0% | -7.4% |
| 6M | +5.4% | +17.1% | -11.6% | +4.4% |
| YTD | +7.1% | +28.7% | -21.7% | +5.4% |
| 1Y | +26.8% | +23.3% | +3.5% | +25.1% |
| 3Y | +128.7% | +112.9% | +15.8% | +106.4% |
| 5Y | +13.6% | -48.8% | +62.5% | +6.8% |
| All | +94.2% | +475.1% | -380.9% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling