+97.3%
AGG vs KEY
+83.0%
+14.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.6% | -0.5% | 0.0% | -0.6% |
| 30D | +1.6% | +6.7% | -5.1% | +1.6% |
| 3M | -0.5% | -4.6% | +4.1% | -0.5% |
| 6M | -1.1% | +2.6% | -3.7% | -1.1% |
| YTD | -0.7% | +7.0% | -7.7% | -0.7% |
| 1Y | -0.7% | +23.5% | -24.1% | -0.5% |
| 3Y | +14.5% | +126.4% | -111.9% | +15.1% |
| 5Y | -0.9% | +13.0% | -14.0% | -0.7% |
| 10Y | +17.1% | +99.5% | -82.4% | +17.9% |
| All | +97.3% | +83.0% | +14.3% | +102.3% |
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