+187.8%
AFRM vs KEEL
+61.2%
+126.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.8% | +2.8% | -1.5% |
| 7D | -5.5% | +18.2% | -23.7% | -9.6% |
| 30D | -15.5% | -32.1% | +16.6% | -8.6% |
| 3M | -10.3% | -44.9% | +34.6% | +0.2% |
| 6M | +0.6% | -52.1% | +52.7% | +11.9% |
| YTD | -11.5% | -17.0% | +5.5% | -18.8% |
| 1Y | -16.6% | -38.5% | +21.9% | -18.2% |
| All | +187.8% | +61.2% | +126.6% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling