+55.5%
KEYS vs AFRM
-57.5%
+113.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -3.3% | -7.5% | +4.2% | -2.3% |
| 30D | -24.5% | -15.7% | -8.8% | -22.8% |
| 3M | -15.3% | -9.6% | -5.7% | -14.5% |
| 6M | -19.8% | +6.3% | -26.1% | -21.3% |
| YTD | +42.2% | -8.6% | +50.8% | +41.2% |
| 1Y | +59.8% | -7.6% | +67.4% | +58.0% |
| 3Y | +137.0% | +173.7% | -36.6% | +88.3% |
| 5Y | +55.5% | -56.9% | +112.4% | +38.7% |
| All | +55.5% | -57.5% | +113.0% | +38.7% |
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 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