+40.8%
KEY vs AGI
+390.0%
-349.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | +2.7% | +4.4% | -1.6% | +2.6% |
| 30D | -3.2% | +10.0% | -13.2% | -3.5% |
| 3M | +1.0% | +1.7% | -0.8% | +0.8% |
| 6M | +11.9% | -26.8% | +38.7% | +12.8% |
| YTD | +8.7% | -5.3% | +14.0% | +8.5% |
| 1Y | +18.5% | +11.5% | +7.0% | +17.4% |
| 3Y | +124.0% | +212.9% | -89.0% | +108.3% |
| 5Y | +40.8% | +388.8% | -348.0% | +29.5% |
| All | +40.8% | +390.0% | -349.2% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling