+131.7%
AG vs KEYS
+98.0%
+33.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.7% |
| 7D | +1.0% | +2.3% | -1.3% | -0.1% |
| 30D | +19.2% | -2.6% | +21.8% | +20.2% |
| 3M | +6.2% | -4.6% | +10.8% | +7.3% |
| 6M | -26.7% | +8.7% | -35.4% | -31.1% |
| YTD | +26.1% | +61.0% | -34.9% | -2.9% |
| 1Y | +131.7% | +96.0% | +35.7% | +62.9% |
| All | +131.7% | +98.0% | +33.7% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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