-22.5%
KWEB vs GME
+285.6%
-308.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.5% |
| 7D | -5.6% | +10.4% | -16.0% | -6.0% |
| 30D | -10.7% | +14.1% | -24.8% | -11.2% |
| 3M | -7.4% | -4.6% | -2.8% | -7.3% |
| 6M | -19.3% | -13.5% | -5.8% | -19.0% |
| YTD | -27.8% | +5.3% | -33.1% | -28.0% |
| 1Y | -35.9% | -14.9% | -21.0% | -35.7% |
| 3Y | -1.9% | +24.3% | -26.2% | -7.8% |
| 5Y | -43.2% | -55.6% | +12.4% | -45.9% |
| All | -22.5% | +285.6% | -308.1% | -43.0% |
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