+169.3%
KEY vs AIG
+63.9%
+105.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.7% |
| 7D | -0.3% | -1.4% | +1.1% | +0.8% |
| 30D | -3.3% | -3.3% | +0.1% | -0.6% |
| 3M | -0.7% | +2.2% | -2.9% | -3.2% |
| 6M | +12.5% | -2.1% | +14.6% | +13.1% |
| YTD | +8.4% | -11.2% | +19.6% | +16.8% |
| 1Y | +18.4% | -2.1% | +20.6% | +16.7% |
| 3Y | +123.3% | +34.4% | +89.0% | +65.0% |
| 5Y | +38.8% | +53.7% | -14.9% | -7.2% |
| 10Y | +169.3% | +64.4% | +104.9% | +38.0% |
| All | +169.3% | +63.9% | +105.4% | +38.0% |
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