+542.4%
GLW vs KEY
+121.9%
+420.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.6% | +8.2% |
| 7D | -5.9% | -0.4% | -5.5% | -5.6% |
| 30D | -26.0% | +7.2% | -33.2% | -28.0% |
| 3M | -29.9% | -4.9% | -25.0% | -28.5% |
| 6M | -37.8% | +1.1% | -38.8% | -38.2% |
| YTD | +33.1% | +6.8% | +26.3% | +29.4% |
| 1Y | +36.8% | +23.3% | +13.5% | +25.6% |
| 3Y | +356.1% | +126.1% | +230.0% | +218.8% |
| 5Y | +243.8% | +15.2% | +228.6% | +201.5% |
| 10Y | +542.4% | +113.6% | +428.8% | +322.0% |
| All | +542.4% | +121.9% | +420.5% | +322.0% |
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