+322.6%
AON vs KEYS
+1,113.8%
-791.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.6% | -2.4% |
| 7D | -6.3% | +3.5% | -9.8% | -7.0% |
| 30D | -14.1% | -4.5% | -9.6% | -13.5% |
| 3M | -9.5% | -0.4% | -9.1% | -10.4% |
| 6M | -4.0% | +19.1% | -23.1% | -9.5% |
| YTD | -13.8% | +66.7% | -80.5% | -26.1% |
| 1Y | -18.3% | +96.5% | -114.7% | -33.2% |
| 3Y | -7.2% | +155.2% | -162.3% | -31.5% |
| 5Y | +7.3% | +88.0% | -80.6% | -15.0% |
| 10Y | +203.6% | +1,046.8% | -843.2% | +44.4% |
| All | +322.6% | +1,113.8% | -791.1% | +102.9% |
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