+3,012.0%
GLW vs KEY
+987.2%
+2,024.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.7% | -10.2% | -12.0% |
| 7D | -19.7% | -2.5% | -17.3% | -19.0% |
| 30D | -38.8% | +4.1% | -42.9% | -39.6% |
| 3M | -33.9% | -8.4% | -25.5% | -32.1% |
| 6M | -36.0% | -2.3% | -33.7% | -35.7% |
| YTD | +18.7% | +4.6% | +14.2% | +16.9% |
| 1Y | +19.8% | +24.6% | -4.8% | +11.5% |
| 3Y | +294.3% | +112.8% | +181.5% | +203.6% |
| 5Y | +205.7% | +12.9% | +192.8% | +174.1% |
| 10Y | +493.8% | +126.7% | +367.1% | +305.2% |
| All | +3,012.0% | +987.2% | +2,024.8% | +904.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling