+48.7%
KEY vs AFRM
-27.4%
+76.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.1% |
| 7D | +0.5% | -8.4% | +8.9% | +1.7% |
| 30D | +6.9% | -18.3% | +25.1% | +9.7% |
| 3M | -5.0% | -12.7% | +7.7% | -3.7% |
| 6M | +0.7% | +3.0% | -2.3% | -0.6% |
| YTD | +6.5% | -11.4% | +17.9% | +6.3% |
| 1Y | +22.6% | -13.3% | +35.9% | +22.5% |
| 3Y | +125.3% | +194.0% | -68.7% | +84.1% |
| 5Y | +13.9% | -50.6% | +64.5% | -11.9% |
| All | +48.7% | -27.4% | +76.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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