+38.8%
KEY vs AFL
+133.0%
-94.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | +1.5% |
| 30D | -3.3% | -5.4% | +2.2% | +1.3% |
| 3M | -0.7% | -0.3% | -0.5% | -1.1% |
| 6M | +12.5% | +5.2% | +7.3% | +6.5% |
| YTD | +8.4% | +5.7% | +2.7% | +2.0% |
| 1Y | +18.4% | +10.2% | +8.2% | +7.0% |
| 3Y | +123.3% | +63.4% | +59.9% | +26.1% |
| 5Y | +38.8% | +133.0% | -94.2% | -46.4% |
| All | +38.8% | +133.0% | -94.2% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling