+98.8%
KEYS vs AFRM
-27.4%
+126.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.2% |
| 7D | -4.5% | -8.4% | +3.9% | -3.5% |
| 30D | -23.9% | -18.3% | -5.6% | -22.0% |
| 3M | -13.1% | -12.7% | -0.4% | -12.1% |
| 6M | -19.1% | +3.0% | -22.1% | -20.1% |
| YTD | +43.4% | -11.4% | +54.8% | +43.1% |
| 1Y | +58.8% | -13.3% | +72.2% | +58.6% |
| 3Y | +134.6% | +194.0% | -59.5% | +91.6% |
| 5Y | +58.7% | -50.6% | +109.3% | +32.3% |
| All | +98.8% | -27.4% | +126.2% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling