+445.6%
AG vs KEY
+18.1%
+427.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | +1.0% | +2.2% | -1.2% | +0.6% |
| 30D | +19.2% | -3.0% | +22.2% | +19.8% |
| 3M | +6.2% | +3.3% | +2.8% | +5.5% |
| 6M | -26.7% | +9.2% | -35.9% | -27.9% |
| YTD | +26.1% | +10.6% | +15.5% | +23.7% |
| 1Y | +131.7% | +20.4% | +111.3% | +123.3% |
| 3Y | +255.3% | +121.8% | +133.5% | +202.8% |
| 5Y | +61.9% | +41.1% | +20.8% | +43.9% |
| 10Y | +72.0% | +168.5% | -96.5% | +22.2% |
| All | +445.6% | +18.1% | +427.6% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling