+99.5%
KEY vs AFL
+340.0%
-240.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | -0.5% | +1.4% | -2.0% | -1.8% |
| 30D | +6.7% | +9.7% | -3.0% | -2.0% |
| 3M | -4.6% | +5.5% | -10.1% | -9.4% |
| 6M | +2.6% | +11.2% | -8.6% | -7.8% |
| YTD | +7.0% | +17.1% | -10.1% | -8.8% |
| 1Y | +23.5% | +14.0% | +9.4% | +7.7% |
| 3Y | +126.4% | +66.3% | +60.1% | +31.9% |
| 5Y | +13.0% | +152.7% | -139.7% | -55.2% |
| 10Y | +99.5% | +341.3% | -241.8% | -46.8% |
| All | +99.5% | +340.0% | -240.5% | -46.8% |
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