-29.4%
AFRM vs KEEL
-25.1%
-4.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.0% | +2.2% |
| 7D | -8.5% | +2.7% | -11.2% | -9.6% |
| 30D | -11.4% | +4.6% | -15.9% | -14.5% |
| 3M | +8.2% | -34.5% | +42.7% | +17.1% |
| 6M | +36.6% | +59.3% | -22.7% | +4.9% |
| YTD | -8.7% | +46.4% | -55.0% | -30.5% |
| 1Y | -19.9% | +96.6% | -116.5% | -51.1% |
| 3Y | +202.6% | +182.0% | +20.6% | +23.1% |
| 5Y | -45.0% | -38.2% | -6.8% | -69.1% |
| All | -29.4% | -25.1% | -4.4% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling