+155.8%
KRE vs GME
+505.8%
-350.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.3% | +7.2% | -5.9% | +0.8% |
| 30D | -2.7% | +0.8% | -3.5% | -2.8% |
| 3M | +8.2% | -14.0% | +22.2% | +9.3% |
| 6M | +12.8% | -19.7% | +32.5% | +14.4% |
| YTD | +17.5% | -4.6% | +22.1% | +17.5% |
| 1Y | +16.6% | -14.3% | +30.9% | +17.4% |
| 3Y | +79.5% | +4.0% | +75.4% | +60.9% |
| 5Y | +32.4% | -62.2% | +94.6% | +22.5% |
| 10Y | +124.1% | +241.4% | -117.2% | -24.2% |
| All | +155.8% | +505.8% | -350.0% | -32.1% |
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