+4,542.6%
GLW vs KEY
+1,050.5%
+3,492.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | +2.2% | +1.6% | +3.0% |
| 30D | -1.3% | -3.0% | +1.7% | -0.3% |
| 3M | -21.8% | +3.3% | -25.1% | -22.7% |
| 6M | +6.9% | +9.2% | -2.3% | +4.1% |
| YTD | +77.2% | +10.6% | +66.5% | +71.6% |
| 1Y | +123.2% | +20.4% | +102.8% | +110.1% |
| 3Y | +400.0% | +121.8% | +278.1% | +279.0% |
| 5Y | +342.8% | +41.1% | +301.7% | +270.2% |
| 10Y | +771.4% | +168.5% | +602.9% | +464.7% |
| All | +4,542.6% | +1,050.5% | +3,492.1% | +1,374.1% |
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