+115.3%
KEY vs GME
+1,082.6%
-967.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +2.2% | +7.2% | -5.0% | +1.5% |
| 30D | -3.0% | +0.8% | -3.8% | -3.1% |
| 3M | +3.3% | -14.0% | +17.3% | +4.6% |
| 6M | +9.2% | -19.7% | +28.9% | +11.0% |
| YTD | +10.6% | -4.6% | +15.2% | +10.6% |
| 1Y | +20.4% | -14.3% | +34.7% | +21.3% |
| 3Y | +121.8% | +4.0% | +117.8% | +94.3% |
| 5Y | +41.1% | -62.2% | +103.3% | +28.5% |
| 10Y | +168.5% | +241.4% | -72.8% | -23.8% |
| All | +115.3% | +1,082.6% | -967.3% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling