+103.0%
KEYS vs AFRM
-28.4%
+131.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -2.0% |
| 7D | +9.4% | -4.4% | +13.8% | +10.0% |
| 30D | -16.8% | -7.7% | -9.1% | -16.0% |
| 3M | -15.9% | -16.9% | +1.0% | -14.3% |
| 6M | -17.6% | +2.5% | -20.1% | -18.6% |
| YTD | +46.5% | -12.5% | +59.0% | +46.4% |
| 1Y | +66.9% | -11.0% | +77.9% | +66.1% |
| 3Y | +141.4% | +184.6% | -43.2% | +98.0% |
| 5Y | +59.5% | -56.3% | +115.8% | +33.9% |
| All | +103.0% | -28.4% | +131.4% | +65.2% |
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