-24.9%
AFRM vs KEEL
-24.4%
-0.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.8% |
| 7D | -7.0% | +7.8% | -14.7% | -9.3% |
| 30D | -7.8% | -11.7% | +3.9% | -6.0% |
| 3M | +5.3% | -41.5% | +46.8% | +18.5% |
| 6M | +42.6% | +54.9% | -12.3% | +10.6% |
| YTD | -2.8% | +47.7% | -50.5% | -26.1% |
| 1Y | -19.3% | +177.6% | -196.9% | -57.3% |
| 3Y | +231.0% | +164.9% | +66.1% | +38.4% |
| 5Y | -22.2% | -45.9% | +23.6% | -55.8% |
| All | -24.9% | -24.4% | -0.5% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling