+1,098.7%
KEYS vs AJG
+574.3%
+524.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.5% |
| 7D | +3.5% | -8.3% | +11.8% | +6.9% |
| 30D | -4.5% | -5.7% | +1.2% | -2.8% |
| 3M | -0.4% | +9.1% | -9.5% | -6.1% |
| 6M | +19.1% | +15.2% | +3.9% | +8.5% |
| YTD | +66.7% | -6.3% | +73.0% | +65.9% |
| 1Y | +96.5% | -19.1% | +115.6% | +109.6% |
| 3Y | +155.2% | +8.2% | +146.9% | +123.2% |
| 5Y | +88.0% | +75.6% | +12.3% | +21.2% |
| 10Y | +1,046.8% | +471.1% | +575.6% | +244.2% |
| All | +1,098.7% | +574.3% | +524.4% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling