+126.1%
KEY vs AFL
+66.2%
+59.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +7.2% | +9.3% | -2.1% | +2.7% |
| 3M | -4.9% | +1.0% | -5.9% | -5.5% |
| 6M | +1.1% | +11.8% | -10.8% | -4.8% |
| YTD | +6.8% | +15.3% | -8.5% | -1.0% |
| 1Y | +23.3% | +12.1% | +11.2% | +15.9% |
| 3Y | +126.1% | +65.0% | +61.1% | +85.8% |
| All | +126.1% | +66.2% | +59.9% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling