+121.9%
KRE vs GME
+285.6%
-163.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | 0.0% |
| 7D | -1.8% | +10.4% | -12.2% | -2.3% |
| 30D | -4.5% | +14.1% | -18.6% | -5.1% |
| 3M | +2.7% | -4.6% | +7.4% | +2.9% |
| 6M | +16.9% | -13.5% | +30.4% | +17.4% |
| YTD | +15.4% | +5.3% | +10.0% | +14.8% |
| 1Y | +16.1% | -14.9% | +31.0% | +16.5% |
| 3Y | +85.7% | +24.3% | +61.5% | +74.1% |
| 5Y | +33.3% | -55.6% | +88.8% | +27.0% |
| All | +121.9% | +285.6% | -163.7% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling