+229.4%
AG vs KEY
+106.2%
+123.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +6.3% | -1.3% | +7.6% | +6.9% |
| 30D | -8.9% | +5.1% | -14.1% | -10.7% |
| 3M | -12.2% | -7.1% | -5.1% | -9.7% |
| 6M | -28.3% | -4.4% | -23.9% | -27.2% |
| YTD | -8.8% | +4.0% | -12.8% | -10.5% |
| 1Y | +39.4% | +23.4% | +15.9% | +28.7% |
| 3Y | +229.4% | +113.9% | +115.5% | +101.9% |
| All | +229.4% | +106.2% | +123.2% | +101.9% |
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