+123.2%
GLW vs KEEL
+169.0%
-45.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +4.8% |
| 7D | +3.8% | +7.8% | -4.0% | +1.9% |
| 30D | -1.3% | -11.7% | +10.4% | +1.1% |
| 3M | -21.8% | -41.5% | +19.7% | -13.7% |
| 6M | +6.9% | +54.9% | -48.0% | +1.1% |
| YTD | +77.2% | +47.7% | +29.5% | +66.2% |
| 1Y | +123.2% | +177.6% | -54.4% | +116.7% |
| All | +123.2% | +169.0% | -45.7% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling