+1,052.7%
KEYS vs AIG
+93.1%
+959.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.9% | -2.4% | +3.3% | +1.7% |
| 30D | -5.3% | -2.9% | -2.3% | -4.4% |
| 3M | +0.5% | +0.8% | -0.3% | -0.3% |
| 6M | +14.0% | -2.7% | +16.7% | +14.2% |
| YTD | +60.3% | -11.2% | +71.5% | +64.8% |
| 1Y | +91.3% | -1.5% | +92.8% | +89.1% |
| 3Y | +146.1% | +34.4% | +111.8% | +118.0% |
| 5Y | +80.8% | +54.4% | +26.4% | +50.8% |
| 10Y | +1,002.8% | +64.4% | +938.4% | +764.7% |
| All | +1,052.7% | +93.1% | +959.6% | +721.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling