+94.2%
KEY vs AIG
+67.5%
+26.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | +2.9% | +6.6% | -3.6% | -2.3% |
| 30D | +8.4% | +7.0% | +1.4% | +2.4% |
| 3M | -5.8% | +9.7% | -15.5% | -13.0% |
| 6M | +5.4% | +10.8% | -5.4% | -4.2% |
| YTD | +7.1% | -1.3% | +8.3% | +5.4% |
| 1Y | +26.8% | +8.4% | +18.4% | +15.2% |
| 3Y | +128.7% | +39.0% | +89.7% | +64.0% |
| 5Y | +13.6% | +59.6% | -46.0% | -26.5% |
| All | +94.2% | +67.5% | +26.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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