+54.6%
KEY vs AFRM
-20.4%
+75.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +2.2% | -7.0% | +9.2% | +3.2% |
| 30D | -3.0% | -7.8% | +4.8% | -2.1% |
| 3M | +3.3% | +5.3% | -2.0% | +2.1% |
| 6M | +9.2% | +42.6% | -33.5% | +2.9% |
| YTD | +10.6% | -2.8% | +13.4% | +9.5% |
| 1Y | +20.4% | -19.3% | +39.7% | +21.4% |
| 3Y | +121.8% | +231.0% | -109.1% | +77.8% |
| 5Y | +41.1% | -22.2% | +63.4% | +8.2% |
| All | +54.6% | -20.4% | +75.0% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling