+1,158.4%
GLW vs KEYS
+1,086.4%
+71.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | +16.9% | +2.9% | +13.9% | +15.1% |
| 30D | +7.0% | -1.3% | +8.3% | +8.1% |
| 3M | -3.0% | -0.1% | -2.8% | -0.8% |
| 6M | +31.0% | +17.4% | +13.6% | +25.5% |
| YTD | +93.4% | +62.9% | +30.5% | +57.0% |
| 1Y | +134.7% | +95.7% | +39.0% | +73.8% |
| 3Y | +471.8% | +150.2% | +321.6% | +267.0% |
| 5Y | +394.5% | +83.1% | +311.4% | +257.7% |
| 10Y | +867.9% | +1,020.9% | -153.0% | +214.5% |
| All | +1,158.4% | +1,086.4% | +71.9% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling