+61.8%
AFL vs KIM
+45.1%
+16.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -2.1% | -1.0% | -1.2% | -1.9% |
| 30D | -5.4% | -1.1% | -4.3% | -5.2% |
| 3M | -0.3% | -5.3% | +5.1% | +1.2% |
| 6M | +5.2% | +3.9% | +1.3% | +4.0% |
| YTD | +5.7% | +20.3% | -14.6% | +0.3% |
| 1Y | +10.2% | +10.4% | -0.2% | +7.0% |
| All | +61.8% | +45.1% | +16.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 3y: compounded portfolio wealth divided by compounded KIM 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…
3y analysis · Full analysis span regression · 6 months rolling