+96.0%
KEYS vs AFRM
-15.0%
+111.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.7% |
| 7D | +2.3% | -7.0% | +9.2% | +3.0% |
| 30D | -2.6% | -7.8% | +5.2% | -1.9% |
| 3M | -4.6% | +5.3% | -9.9% | -5.9% |
| 6M | +8.7% | +42.6% | -33.9% | +1.6% |
| YTD | +61.0% | -2.8% | +63.8% | +58.0% |
| 1Y | +96.0% | -19.3% | +115.3% | +93.4% |
| All | +96.0% | -15.0% | +111.0% | +93.4% |
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