+624.9%
GLW vs KEEL
+312.2%
+312.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +7.5% | +0.1% | +7.0% |
| 7D | +14.0% | +21.5% | -7.5% | +12.3% |
| 30D | +0.4% | -3.9% | +4.2% | +0.6% |
| 3M | -11.3% | -34.1% | +22.8% | -8.9% |
| 6M | +35.1% | +82.8% | -47.8% | +29.9% |
| YTD | +90.5% | +58.7% | +31.8% | +83.9% |
| 1Y | +132.0% | +191.4% | -59.4% | +114.0% |
| 3Y | +463.3% | +205.7% | +257.6% | +399.4% |
| 5Y | +382.5% | -37.0% | +419.5% | +333.8% |
| All | +624.9% | +312.2% | +312.7% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling