+83.7%
KEYS vs AFRM
-21.7%
+105.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +4.4% | +3.1% | +1.4% | +4.0% |
| 30D | -2.2% | -4.2% | +2.0% | -1.9% |
| 3M | +0.5% | +10.1% | -9.6% | -1.3% |
| 6M | +22.4% | +39.4% | -17.0% | +15.7% |
| YTD | +64.1% | -3.2% | +67.3% | +62.2% |
| 1Y | +97.0% | -16.1% | +113.0% | +97.2% |
| 3Y | +152.0% | +220.8% | -68.8% | +97.1% |
| 5Y | +83.7% | -17.7% | +101.4% | +47.3% |
| All | +83.7% | -21.7% | +105.5% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling