+59.6%
KEYS vs AFRM
+8.5%
+51.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.0% | -11.3% | -6.7% |
| 7D | -14.8% | +3.1% | -17.9% | -15.0% |
| 30D | -25.6% | +1.1% | -26.7% | -25.6% |
| 3M | -16.2% | -3.2% | -13.0% | -16.1% |
| 6M | -18.6% | +12.7% | -31.3% | -20.4% |
| YTD | +40.7% | +1.6% | +39.1% | +36.7% |
| 1Y | +59.6% | +5.9% | +53.8% | +54.6% |
| All | +59.6% | +8.5% | +51.1% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling