+123.2%
GLW vs KEY
+21.3%
+101.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +3.8% | +2.2% | +1.6% | +2.4% |
| 30D | -1.3% | -3.0% | +1.7% | +0.6% |
| 3M | -21.8% | +3.3% | -25.1% | -23.7% |
| 6M | +6.9% | +9.2% | -2.3% | +0.5% |
| YTD | +77.2% | +10.6% | +66.5% | +64.5% |
| 1Y | +123.2% | +20.4% | +102.8% | +104.6% |
| All | +123.2% | +21.3% | +101.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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