+95.8%
AGG vs KEY
+83.2%
+12.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.5% | +2.9% | -4.4% | -1.5% |
| 30D | +0.6% | +8.4% | -7.8% | +0.7% |
| 3M | -1.6% | -5.8% | +4.1% | -1.7% |
| 6M | -1.6% | +5.4% | -7.1% | -1.6% |
| YTD | -1.5% | +7.1% | -8.6% | -1.5% |
| 1Y | -1.1% | +26.8% | -27.9% | -1.0% |
| 3Y | +13.6% | +128.7% | -115.1% | +14.2% |
| 5Y | -1.7% | +13.6% | -15.3% | -1.5% |
| 10Y | +16.1% | +99.7% | -83.5% | +16.9% |
| All | +95.8% | +83.2% | +12.6% | +100.7% |
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