+201.8%
AG vs KEY
+127.6%
+74.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | -10.0% | +2.9% | -12.9% | -11.0% |
| 30D | -10.5% | +8.4% | -18.9% | -13.3% |
| 3M | -27.3% | -5.8% | -21.5% | -25.7% |
| 6M | -43.0% | +5.4% | -48.4% | -44.2% |
| YTD | -17.9% | +7.1% | -25.0% | -20.3% |
| 1Y | +11.9% | +26.8% | -14.9% | +2.3% |
| 3Y | +201.8% | +128.7% | +73.1% | +78.3% |
| All | +201.8% | +127.6% | +74.2% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling