+102.4%
KEY vs GME
+1,450.5%
-1,348.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -0.9% |
| 7D | -1.3% | +3.7% | -5.0% | -1.6% |
| 30D | +5.1% | +2.2% | +2.9% | +4.9% |
| 3M | -7.1% | +30.6% | -37.7% | -9.5% |
| 6M | -4.4% | -0.2% | -4.2% | -4.7% |
| YTD | +4.0% | +25.1% | -21.1% | +1.3% |
| 1Y | +23.4% | +17.7% | +5.8% | +20.7% |
| 3Y | +113.9% | +85.7% | +28.2% | +77.1% |
| 5Y | +12.3% | -52.9% | +65.2% | +0.2% |
| 10Y | +125.5% | +504.9% | -379.4% | -42.8% |
| All | +102.4% | +1,450.5% | -1,348.1% | -58.8% |
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