+384.1%
GLW vs KR
+52.3%
+331.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +2.3% |
| 7D | +7.8% | -0.2% | +8.0% | +7.8% |
| 30D | -0.4% | +5.1% | -5.5% | +0.2% |
| 3M | -5.6% | -8.2% | +2.6% | -5.3% |
| 6M | +26.7% | -18.0% | +44.7% | +27.0% |
| YTD | +91.0% | -4.8% | +95.8% | +90.1% |
| 1Y | +122.4% | -11.0% | +133.4% | +121.9% |
| 3Y | +471.0% | +37.7% | +433.3% | +434.4% |
| All | +384.1% | +52.3% | +331.8% | +338.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling