+155.2%
KEYS vs CRBG
+122.1%
+33.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.5% |
| 7D | +3.5% | +0.6% | +2.9% | +3.3% |
| 30D | -4.5% | +2.6% | -7.1% | -5.4% |
| 3M | -0.4% | +24.0% | -24.4% | -8.5% |
| 6M | +19.1% | +50.5% | -31.4% | +0.5% |
| YTD | +66.7% | +17.1% | +49.5% | +54.8% |
| 1Y | +96.5% | +5.9% | +90.6% | +89.9% |
| 3Y | +155.2% | +122.7% | +32.4% | +107.0% |
| All | +155.2% | +122.1% | +33.0% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling