+2.5%
AFRM vs KEEL
-54.7%
+57.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.5% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -7.7% | -27.1% | +19.4% | -4.2% |
| 3M | -16.9% | -43.8% | +26.9% | -11.7% |
| 6M | +2.5% | -55.2% | +57.7% | +1.2% |
| All | +2.5% | -54.7% | +57.2% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling