+135.5%
KEY vs AGI
+213.9%
-78.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | -3.0% | +18.2% | -21.2% | -3.8% |
| 3M | +3.3% | -4.1% | +7.5% | +3.4% |
| 6M | +9.2% | -28.7% | +37.9% | +10.6% |
| YTD | +10.6% | -4.0% | +14.6% | +10.3% |
| 1Y | +20.4% | +17.4% | +3.0% | +18.3% |
| All | +135.5% | +213.9% | -78.4% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling