+11.9%
AG vs KEY
+25.9%
-14.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.8% |
| 7D | -10.0% | +2.9% | -12.9% | -11.5% |
| 30D | -10.5% | +8.4% | -18.9% | -14.5% |
| 3M | -27.3% | -5.8% | -21.5% | -25.1% |
| 6M | -43.0% | +5.4% | -48.4% | -45.3% |
| YTD | -17.9% | +7.1% | -25.0% | -22.6% |
| 1Y | +11.9% | +26.8% | -14.9% | -3.5% |
| All | +11.9% | +25.9% | -14.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling