+32.1%
GLW vs KEY
+22.7%
+9.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.6% | +7.5% |
| 7D | -5.9% | -0.4% | -5.5% | -5.5% |
| 30D | -26.0% | +7.2% | -33.2% | -28.9% |
| 3M | -29.9% | -4.9% | -25.0% | -27.2% |
| 6M | -37.8% | +1.1% | -38.8% | -38.9% |
| YTD | +33.1% | +6.8% | +26.3% | +21.1% |
| All | +32.1% | +22.7% | +9.4% | +8.5% |
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