+95.7%
KEYS vs AFRM
-20.8%
+116.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | -0.1% |
| 7D | +2.9% | -8.0% | +10.9% | +3.9% |
| 30D | -1.3% | -9.8% | +8.5% | -0.4% |
| 3M | -0.1% | +4.7% | -4.8% | -1.5% |
| 6M | +17.4% | +34.1% | -16.8% | +10.4% |
| YTD | +62.9% | -8.4% | +71.3% | +60.9% |
| 1Y | +95.7% | -22.9% | +118.7% | +94.7% |
| All | +95.7% | -20.8% | +116.5% | +94.7% |
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