+162.9%
KEY vs AJG
+473.1%
-310.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | -1.5% | -8.3% | +6.7% | +4.1% |
| 30D | -3.7% | -5.7% | +2.0% | -0.4% |
| 3M | -1.3% | +9.1% | -10.3% | -8.7% |
| 6M | +13.3% | +15.2% | -1.9% | -0.1% |
| YTD | +9.0% | -6.3% | +15.2% | +10.0% |
| 1Y | +18.7% | -19.1% | +37.8% | +32.8% |
| 3Y | +125.3% | +8.2% | +117.0% | +88.1% |
| 5Y | +40.2% | +75.6% | -35.4% | -27.2% |
| All | +162.9% | +473.1% | -310.2% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling