+53.8%
KEYS vs AJG
+16.3%
+37.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.5% | -11.8% | -3.0% |
| 7D | -14.8% | +10.7% | -25.5% | -9.2% |
| 30D | -25.6% | +26.9% | -52.5% | -14.4% |
| 3M | -16.2% | +16.6% | -32.8% | -6.9% |
| 6M | -18.6% | +40.1% | -58.8% | -2.7% |
| YTD | +40.7% | +12.4% | +28.2% | +63.5% |
| All | +53.8% | +16.3% | +37.5% | +79.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling