+478.1%
GLW vs KR
+28.8%
+449.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.0% |
| 7D | +16.9% | -3.1% | +19.9% | +15.6% |
| 30D | +7.0% | +0.6% | +6.4% | +7.4% |
| 3M | -3.0% | -9.8% | +6.8% | -4.0% |
| 6M | +31.0% | -22.1% | +53.1% | +26.9% |
| YTD | +93.4% | -8.1% | +101.5% | +90.2% |
| 1Y | +134.7% | -14.7% | +149.4% | +130.0% |
| All | +478.1% | +28.8% | +449.3% | +445.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling