+122.4%
GLW vs KEEL
+89.9%
+32.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.0% |
| 7D | +7.8% | +2.9% | +5.0% | +7.1% |
| 30D | -0.4% | +0.8% | -1.3% | -1.0% |
| 3M | -5.6% | -35.3% | +29.8% | +2.6% |
| 6M | +26.7% | +59.4% | -32.7% | +18.2% |
| YTD | +91.0% | +51.9% | +39.1% | +76.6% |
| 1Y | +122.4% | +75.0% | +47.4% | +109.1% |
| All | +122.4% | +89.9% | +32.5% | +109.1% |
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