+459.7%
GLW vs KEEL
+186.7%
+273.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -2.0% |
| 7D | +11.7% | +2.7% | +9.0% | +11.3% |
| 30D | +2.7% | +4.6% | -1.9% | +1.8% |
| 3M | -2.8% | -34.5% | +31.7% | +2.4% |
| 6M | +20.2% | +59.3% | -39.1% | +14.4% |
| YTD | +87.3% | +46.4% | +40.9% | +78.3% |
| 1Y | +119.6% | +96.6% | +23.0% | +100.1% |
| All | +459.7% | +186.7% | +273.1% | +362.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling