+40.6%
GLW vs KEYS
+55.9%
-15.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.3% | +0.5% | +0.7% |
| 7D | -9.5% | -14.8% | +5.3% | +6.6% |
| 30D | -25.5% | -25.6% | +0.1% | +1.2% |
| 3M | -25.6% | -16.2% | -9.3% | -10.1% |
| 6M | -25.5% | -18.6% | -6.9% | -5.3% |
| YTD | +36.4% | +40.7% | -4.3% | +23.3% |
| 1Y | +40.6% | +59.6% | -19.0% | +19.6% |
| All | +40.6% | +55.9% | -15.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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