+94.2%
KEY vs AFL
+339.8%
-245.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.2% |
| 7D | +2.9% | +2.9% | +0.1% | +0.3% |
| 30D | +8.4% | +8.0% | +0.5% | +1.0% |
| 3M | -5.8% | +5.9% | -11.7% | -10.8% |
| 6M | +5.4% | +11.6% | -6.2% | -5.5% |
| YTD | +7.1% | +17.5% | -10.5% | -9.0% |
| 1Y | +26.8% | +13.3% | +13.5% | +11.4% |
| 3Y | +128.7% | +67.0% | +61.7% | +32.7% |
| 5Y | +13.6% | +150.6% | -137.0% | -54.6% |
| All | +94.2% | +339.8% | -245.6% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling