+11.5%
AG vs KEY
+22.3%
-10.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.0% |
| 7D | -6.0% | +1.8% | -7.8% | -7.0% |
| 30D | -14.3% | +7.1% | -21.5% | -17.6% |
| 3M | -26.9% | -5.9% | -21.0% | -24.7% |
| 6M | -42.1% | +2.2% | -44.3% | -43.5% |
| YTD | -15.9% | +6.4% | -22.3% | -20.7% |
| 1Y | +11.5% | +24.8% | -13.2% | -3.4% |
| All | +11.5% | +22.3% | -10.8% | -3.4% |
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