+1,060.1%
KEY vs AFL
+18,562.2%
-17,502.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -1.5% | -1.6% | +0.1% | -0.5% |
| 30D | -3.7% | -4.0% | +0.4% | -1.3% |
| 3M | -1.3% | -0.5% | -0.8% | -1.2% |
| 6M | +13.3% | +6.5% | +6.8% | +8.6% |
| YTD | +9.0% | +6.2% | +2.8% | +4.5% |
| 1Y | +18.7% | +8.3% | +10.4% | +12.4% |
| 3Y | +125.3% | +62.5% | +62.7% | +65.0% |
| 5Y | +40.2% | +136.2% | -95.9% | -15.6% |
| 10Y | +170.7% | +301.4% | -130.7% | +26.2% |
| All | +1,060.1% | +18,562.2% | -17,502.1% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling