+526.0%
GLW vs KEY
+96.4%
+429.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | +7.7% | +2.9% | +4.8% | +6.6% |
| 30D | -18.8% | +8.4% | -27.3% | -21.4% |
| 3M | -27.7% | -5.8% | -22.0% | -26.0% |
| 6M | -44.4% | +5.4% | -49.9% | -45.7% |
| YTD | +31.3% | +7.1% | +24.2% | +27.5% |
| 1Y | +40.0% | +26.8% | +13.2% | +27.1% |
| 3Y | +339.2% | +128.7% | +210.5% | +205.4% |
| 5Y | +229.2% | +13.6% | +215.5% | +190.5% |
| All | +526.0% | +96.4% | +429.5% | +308.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling