+135.5%
KEY vs AIG
+37.6%
+97.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +2.2% | -0.9% | +3.1% | +2.7% |
| 30D | -3.0% | -4.9% | +1.9% | -0.5% |
| 3M | +3.3% | +4.5% | -1.1% | +0.3% |
| 6M | +9.2% | -1.4% | +10.6% | +9.3% |
| YTD | +10.6% | -9.8% | +20.4% | +16.3% |
| 1Y | +20.4% | -4.5% | +24.9% | +21.5% |
| All | +135.5% | +37.6% | +97.9% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling