+3,340.5%
GLW vs KR
+5,448.1%
-2,107.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.6% |
| 7D | +7.7% | +4.6% | +3.2% | +6.9% |
| 30D | -18.8% | +12.2% | -31.1% | -20.7% |
| 3M | -27.7% | +24.6% | -52.3% | -31.0% |
| 6M | -44.4% | +8.2% | -52.6% | -46.0% |
| YTD | +31.3% | +15.3% | +16.0% | +25.0% |
| 1Y | +40.0% | +9.8% | +30.3% | +34.5% |
| 3Y | +339.2% | +71.4% | +267.9% | +277.8% |
| 5Y | +229.2% | +85.1% | +144.1% | +174.0% |
| 10Y | +528.4% | +159.4% | +369.0% | +362.3% |
| All | +3,340.5% | +5,448.1% | -2,107.5% | +986.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling