+113.9%
KEY vs AFRM
+203.8%
-89.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -1.3% | -7.3% | +6.0% | +0.2% |
| 30D | +5.1% | -9.6% | +14.7% | +6.9% |
| 3M | -7.1% | -11.1% | +4.0% | -5.6% |
| 6M | -4.4% | +3.9% | -8.2% | -6.6% |
| YTD | +4.0% | -8.5% | +12.5% | +3.0% |
| 1Y | +23.4% | +3.3% | +20.1% | +18.5% |
| 3Y | +113.9% | +213.7% | -99.8% | +49.8% |
| All | +113.9% | +203.8% | -89.9% | +49.8% |
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