+66.9%
KEYS vs AFRM
-16.7%
+83.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -2.0% |
| 7D | +9.4% | -4.4% | +13.8% | +9.9% |
| 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% | -18.7% |
| YTD | +46.5% | -12.5% | +59.0% | +45.2% |
| 1Y | +66.9% | -11.0% | +77.9% | +70.0% |
| All | +66.9% | -16.7% | +83.6% | +70.0% |
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