+71.9%
AG vs KEY
+109.2%
-37.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.5% | -5.8% |
| 7D | +6.0% | +0.5% | +5.4% | +5.9% |
| 30D | -13.5% | +6.9% | -20.4% | -14.2% |
| 3M | -20.7% | -5.0% | -15.7% | -20.2% |
| 6M | -31.5% | +0.7% | -32.3% | -31.6% |
| YTD | -10.1% | +6.5% | -16.6% | -10.8% |
| 1Y | +26.0% | +22.6% | +3.4% | +23.3% |
| 3Y | +228.9% | +125.3% | +103.6% | +203.9% |
| 5Y | +8.7% | +13.9% | -5.2% | +4.4% |
| 10Y | +71.9% | +105.3% | -33.5% | +72.8% |
| All | +71.9% | +109.2% | -37.3% | +72.8% |
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