+90.1%
KEYS vs AFL
+133.8%
-43.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 6M | +19.1% | +6.5% | +12.6% | +15.1% |
| YTD | +66.7% | +6.2% | +60.5% | +60.8% |
| 1Y | +96.5% | +8.3% | +88.2% | +87.6% |
| 3Y | +155.2% | +62.5% | +92.6% | +98.3% |
| All | +90.1% | +133.8% | -43.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling