+430.6%
KLAC vs GME
-58.9%
+489.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.4% |
| 7D | +2.5% | +6.0% | -3.6% | +1.9% |
| 30D | -11.5% | +8.3% | -19.9% | -12.2% |
| 3M | -16.9% | -9.1% | -7.9% | -16.4% |
| 6M | +22.2% | -16.3% | +38.6% | +23.7% |
| YTD | +46.4% | +1.5% | +44.8% | +45.4% |
| 1Y | +91.0% | -16.3% | +107.3% | +92.9% |
| 3Y | +264.6% | +15.1% | +249.4% | +209.3% |
| 5Y | +430.6% | -57.2% | +487.8% | +361.8% |
| All | +430.6% | -58.9% | +489.5% | +361.8% |
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 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