-29.4%
AFRM vs KIM
+112.9%
-142.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.4% |
| 7D | -7.5% | +2.8% | -10.4% | -10.6% |
| 30D | -15.7% | +16.3% | -32.0% | -30.6% |
| 3M | -9.6% | +6.6% | -16.2% | -17.1% |
| 6M | +6.3% | +12.3% | -6.0% | -10.6% |
| YTD | -8.6% | +31.6% | -40.2% | -38.4% |
| 1Y | -7.6% | +31.5% | -39.1% | -38.1% |
| 3Y | +173.7% | +68.0% | +105.7% | +31.0% |
| 5Y | -56.9% | +38.7% | -95.6% | -68.7% |
| All | -29.4% | +112.9% | -142.3% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling