+57.5%
AG vs KEY
+167.0%
-109.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.8% |
| 7D | +4.5% | +2.7% | +1.7% | +4.2% |
| 30D | +12.9% | -3.2% | +16.1% | +13.3% |
| 3M | +20.9% | +1.0% | +20.0% | +20.8% |
| 6M | -19.5% | +11.9% | -31.4% | -20.6% |
| YTD | +24.8% | +8.7% | +16.1% | +23.6% |
| 1Y | +120.2% | +18.5% | +101.8% | +115.9% |
| 3Y | +279.0% | +124.0% | +155.1% | +248.6% |
| 5Y | +67.9% | +40.8% | +27.1% | +58.1% |
| 10Y | +57.5% | +167.0% | -109.5% | +16.9% |
| All | +57.5% | +167.0% | -109.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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