+21.3%
KWEB vs GME
+125.5%
-104.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.3% | -7.6% | -2.5% |
| 7D | -3.6% | +4.8% | -8.4% | -3.8% |
| 30D | -14.9% | +5.9% | -20.8% | -15.1% |
| 3M | -5.4% | -10.7% | +5.3% | -5.0% |
| 6M | -18.9% | -19.8% | +0.9% | -18.2% |
| YTD | -27.2% | -0.9% | -26.3% | -27.3% |
| 1Y | -34.2% | -15.7% | -18.5% | -33.9% |
| 3Y | +0.6% | +12.3% | -11.7% | -5.7% |
| 5Y | -43.5% | -60.1% | +16.6% | -46.2% |
| 10Y | -20.6% | +265.3% | -285.9% | -46.9% |
| All | +21.3% | +125.5% | -104.3% | -14.0% |
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 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