+161.6%
KEY vs AGI
+405.6%
-244.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | -3.3% | +11.3% | -14.5% | -3.1% |
| 3M | -0.7% | +5.6% | -6.4% | -0.6% |
| 6M | +12.5% | -27.7% | +40.2% | +11.9% |
| YTD | +8.4% | -4.1% | +12.5% | +8.6% |
| 1Y | +18.4% | +13.8% | +4.7% | +19.2% |
| 3Y | +123.3% | +217.0% | -93.7% | +130.6% |
| 5Y | +38.8% | +404.3% | -365.5% | +46.5% |
| All | +161.6% | +405.6% | -244.0% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling