+90.1%
KEYS vs GME
-56.3%
+146.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.8% |
| 7D | +3.5% | +10.4% | -6.9% | +2.8% |
| 30D | -4.5% | +14.1% | -18.6% | -5.3% |
| 3M | -0.4% | -4.6% | +4.2% | -0.2% |
| 6M | +19.1% | -13.5% | +32.7% | +19.9% |
| YTD | +66.7% | +5.3% | +61.3% | +65.6% |
| 1Y | +96.5% | -14.9% | +111.4% | +97.6% |
| 3Y | +155.2% | +24.3% | +130.9% | +126.5% |
| All | +90.1% | -56.3% | +146.4% | +77.2% |
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