+155.2%
KEYS vs AJG
+8.2%
+147.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +3.8% |
| 7D | +3.5% | -8.3% | +11.8% | +2.3% |
| 30D | -4.5% | -5.7% | +1.2% | -5.1% |
| 3M | -0.4% | +9.1% | -9.5% | 0.0% |
| 6M | +19.1% | +15.2% | +3.9% | +19.7% |
| YTD | +66.7% | -6.3% | +73.0% | +69.9% |
| 1Y | +96.5% | -19.1% | +115.6% | +105.9% |
| 3Y | +155.2% | +8.2% | +146.9% | +156.4% |
| All | +155.2% | +8.2% | +147.0% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling