+88.6%
AG vs KEYS
+97.6%
-9.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -4.9% |
| 7D | -6.7% | +3.5% | -10.2% | -8.4% |
| 30D | +2.2% | -4.5% | +6.6% | +4.2% |
| 3M | +15.7% | -0.4% | +16.1% | +13.9% |
| 6M | -23.8% | +19.1% | -42.9% | -31.6% |
| YTD | +17.6% | +66.7% | -49.0% | -10.3% |
| 1Y | +88.6% | +96.5% | -7.8% | +35.1% |
| All | +88.6% | +97.6% | -9.0% | +35.1% |
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