+161.6%
KEY vs AFL
+300.4%
-138.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -1.8% | -3.3% | +1.5% | +1.3% |
| 30D | -3.3% | -5.0% | +1.7% | +1.2% |
| 3M | -0.2% | -1.8% | +1.6% | +0.9% |
| 6M | +12.1% | +4.8% | +7.3% | +6.2% |
| YTD | +8.4% | +5.4% | +3.0% | +2.0% |
| 1Y | +17.6% | +9.0% | +8.7% | +6.9% |
| 3Y | +123.3% | +63.0% | +60.3% | +32.0% |
| 5Y | +39.5% | +134.5% | -95.0% | -40.8% |
| All | +161.6% | +300.4% | -138.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AFL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling