-2.0%
AGG vs KEY
+40.7%
-42.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -0.2% | -0.3% | +0.2% | -0.2% |
| 30D | -0.2% | -3.3% | +3.0% | -0.2% |
| 3M | -0.7% | -0.7% | 0.0% | -0.7% |
| 6M | -1.8% | +12.5% | -14.3% | -1.8% |
| YTD | -0.6% | +8.4% | -9.0% | -0.6% |
| 1Y | +0.4% | +18.4% | -18.1% | +0.3% |
| 3Y | +13.2% | +123.3% | -110.2% | +12.7% |
| 5Y | -2.0% | +38.8% | -40.8% | -2.8% |
| All | -2.0% | +40.7% | -42.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling