-19.9%
AFRM vs KEEL
+104.8%
-124.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.0% | +0.9% |
| 7D | -8.5% | +2.7% | -11.2% | -9.0% |
| 30D | -11.4% | +4.6% | -15.9% | -12.8% |
| 3M | +8.2% | -34.5% | +42.7% | +12.8% |
| 6M | +36.6% | +59.3% | -22.7% | +20.5% |
| YTD | -8.7% | +46.4% | -55.0% | -18.6% |
| 1Y | -19.9% | +96.6% | -116.5% | -36.6% |
| All | -19.9% | +104.8% | -124.7% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling