+39.5%
KEY vs AJG
+75.6%
-36.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.8% | -8.5% | +6.7% | +1.4% |
| 30D | -3.3% | -3.8% | +0.5% | -2.2% |
| 3M | -0.2% | +10.8% | -11.0% | -5.1% |
| 6M | +12.1% | +15.6% | -3.5% | +4.3% |
| YTD | +8.4% | -5.1% | +13.5% | +9.3% |
| 1Y | +17.6% | -16.0% | +33.7% | +25.4% |
| 3Y | +123.3% | +9.7% | +113.6% | +97.6% |
| 5Y | +39.5% | +77.8% | -38.3% | -12.6% |
| All | +39.5% | +75.6% | -36.1% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling