+96.5%
KEYS vs CRBG
+7.7%
+88.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | -4.5% | +2.6% | -7.1% | -5.0% |
| 3M | -0.4% | +24.0% | -24.4% | -5.2% |
| 6M | +19.1% | +50.5% | -31.4% | +6.7% |
| YTD | +66.7% | +17.1% | +49.5% | +61.0% |
| 1Y | +96.5% | +5.9% | +90.6% | +90.4% |
| All | +96.5% | +7.7% | +88.7% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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