+312.9%
AG vs KEY
+14.0%
+299.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +4.2% |
| 7D | +10.8% | -0.4% | +11.2% | +11.0% |
| 30D | -8.2% | +7.2% | -15.4% | -9.3% |
| 3M | -13.7% | -4.9% | -8.8% | -12.9% |
| 6M | -27.3% | +1.1% | -28.3% | -27.4% |
| YTD | -4.6% | +6.8% | -11.4% | -5.7% |
| 1Y | +39.4% | +23.3% | +16.1% | +34.1% |
| 3Y | +244.1% | +126.1% | +118.0% | +193.6% |
| 5Y | +16.8% | +15.2% | +1.6% | +7.9% |
| 10Y | +71.7% | +113.6% | -41.9% | +28.3% |
| All | +312.9% | +14.0% | +299.0% | +189.0% |
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