+90.1%
KEYS vs AGI
+400.3%
-310.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.5% | -2.7% | +6.2% | +3.9% |
| 30D | -4.5% | +7.2% | -11.7% | -5.6% |
| 3M | -0.4% | +4.3% | -4.7% | -1.6% |
| 6M | +19.1% | -27.1% | +46.2% | +23.6% |
| YTD | +66.7% | -6.6% | +73.3% | +66.8% |
| 1Y | +96.5% | +9.5% | +86.9% | +91.5% |
| 3Y | +155.2% | +208.4% | -53.3% | +107.5% |
| All | +90.1% | +400.3% | -310.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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