+833.1%
GLW vs KR
+123.5%
+709.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | +11.7% | -2.7% | +14.4% | +11.8% |
| 30D | +2.7% | +1.9% | +0.7% | +2.6% |
| 3M | -2.8% | -11.0% | +8.2% | -2.3% |
| 6M | +20.2% | -20.2% | +40.4% | +21.6% |
| YTD | +87.3% | -7.3% | +94.6% | +86.3% |
| 1Y | +119.6% | -13.1% | +132.7% | +119.6% |
| 3Y | +453.7% | +29.7% | +423.9% | +420.3% |
| 5Y | +376.1% | +48.8% | +327.3% | +335.1% |
| All | +833.1% | +123.5% | +709.6% | +691.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling