+46.1%
KEY vs AFRM
-23.4%
+69.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.8% | +5.1% | -1.7% |
| 7D | -2.5% | -6.9% | +4.5% | -1.5% |
| 30D | +4.1% | -7.0% | +11.0% | +4.9% |
| 3M | -8.4% | -11.2% | +2.9% | -7.3% |
| 6M | -2.3% | +4.3% | -6.6% | -3.8% |
| YTD | +4.6% | -6.4% | +11.0% | +3.7% |
| 1Y | +24.6% | -2.6% | +27.2% | +22.4% |
| 3Y | +112.8% | +210.6% | -97.8% | +72.2% |
| 5Y | +12.9% | -57.6% | +70.5% | -13.4% |
| All | +46.1% | -23.4% | +69.4% | +11.7% |
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