+86.9%
AG vs KEY
+107.2%
-20.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -4.0% | -0.5% | -3.5% | -4.0% |
| 30D | -13.1% | +6.7% | -19.8% | -13.7% |
| 3M | -22.0% | -4.6% | -17.4% | -21.6% |
| 6M | -37.3% | +2.6% | -39.8% | -37.4% |
| YTD | -11.2% | +7.0% | -18.1% | -11.8% |
| 1Y | +23.9% | +23.5% | +0.5% | +21.2% |
| 3Y | +225.1% | +126.4% | +98.8% | +199.7% |
| 5Y | +7.7% | +13.0% | -5.3% | +3.5% |
| 10Y | +86.9% | +99.5% | -12.6% | +69.3% |
| All | +86.9% | +107.2% | -20.3% | +69.3% |
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