+51.7%
KEY vs CRBG
+117.3%
-65.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | -3.7% | +2.6% | -6.3% | -5.4% |
| 3M | -1.3% | +24.0% | -25.3% | -15.3% |
| 6M | +13.3% | +50.5% | -37.2% | -16.1% |
| YTD | +9.0% | +17.1% | -8.2% | -4.5% |
| 1Y | +18.7% | +5.9% | +12.8% | +11.4% |
| 3Y | +125.3% | +122.7% | +2.5% | +1.8% |
| All | +51.7% | +117.3% | -65.6% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling