+113.9%
KEY vs GME
+79.6%
+34.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -0.7% |
| 7D | -1.3% | +3.7% | -5.0% | -1.4% |
| 30D | +5.1% | +2.2% | +2.9% | +5.0% |
| 3M | -7.1% | +30.6% | -37.7% | -8.1% |
| 6M | -4.4% | -0.2% | -4.2% | -4.5% |
| YTD | +4.0% | +25.1% | -21.1% | +3.0% |
| 1Y | +23.4% | +17.7% | +5.8% | +22.4% |
| 3Y | +113.9% | +85.7% | +28.2% | +90.1% |
| All | +113.9% | +79.6% | +34.4% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling