+1,018.0%
KEYS vs AFL
+303.3%
+714.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +3.5% | -1.6% | +5.1% | +4.1% |
| 30D | -4.5% | -4.0% | -0.4% | -3.1% |
| 3M | -0.4% | -0.5% | +0.1% | -0.7% |
| 6M | +19.1% | +6.5% | +12.6% | +15.5% |
| YTD | +66.7% | +6.2% | +60.5% | +61.5% |
| 1Y | +96.5% | +8.3% | +88.2% | +88.7% |
| 3Y | +155.2% | +62.5% | +92.6% | +107.2% |
| 5Y | +88.0% | +136.2% | -48.2% | +31.4% |
| All | +1,018.0% | +303.3% | +714.7% | +545.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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