+115.0%
KEY vs AFRM
+210.7%
-95.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.8% | +5.1% | -1.2% |
| 7D | -2.5% | -6.9% | +4.5% | -1.1% |
| 30D | +4.1% | -7.0% | +11.0% | +5.3% |
| 3M | -8.4% | -11.2% | +2.9% | -6.9% |
| 6M | -2.3% | +4.3% | -6.6% | -4.6% |
| YTD | +4.6% | -6.4% | +11.0% | +3.1% |
| 1Y | +24.6% | -2.6% | +27.2% | +21.0% |
| All | +115.0% | +210.7% | -95.7% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling