+20.4%
KEY vs AJG
-12.9%
+33.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +2.2% | -1.8% | +4.0% | +2.3% |
| 30D | -3.0% | +4.6% | -7.7% | -3.4% |
| 3M | +3.3% | +24.9% | -21.6% | +0.1% |
| 6M | +9.2% | +17.2% | -8.0% | +6.7% |
| YTD | +10.6% | +2.2% | +8.5% | +10.5% |
| 1Y | +20.4% | -11.5% | +31.9% | +28.0% |
| All | +20.4% | -12.9% | +33.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling