+90.1%
KEYS vs AIG
+53.2%
+36.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | -1.2% | +4.6% | +3.9% |
| 30D | -4.5% | -1.1% | -3.4% | -4.2% |
| 3M | -0.4% | +0.7% | -1.1% | -1.2% |
| 6M | +19.1% | -2.2% | +21.3% | +19.1% |
| YTD | +66.7% | -10.8% | +77.5% | +71.9% |
| 1Y | +96.5% | -2.0% | +98.5% | +94.0% |
| 3Y | +155.2% | +34.8% | +120.3% | +119.4% |
| All | +90.1% | +53.2% | +36.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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