+170.8%
AG vs KEYS
+1,113.8%
-943.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -4.1% |
| 7D | -6.7% | +3.5% | -10.2% | -7.7% |
| 30D | +2.2% | -4.5% | +6.6% | +3.3% |
| 3M | +15.7% | -0.4% | +16.1% | +15.0% |
| 6M | -23.8% | +19.1% | -42.9% | -28.0% |
| YTD | +17.6% | +66.7% | -49.0% | +1.1% |
| 1Y | +88.6% | +96.5% | -7.8% | +54.9% |
| 3Y | +253.4% | +155.2% | +98.3% | +169.7% |
| 5Y | +62.4% | +88.0% | -25.6% | +30.1% |
| 10Y | +61.2% | +1,046.8% | -985.5% | -5.3% |
| All | +170.8% | +1,113.8% | -943.0% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling