-32.4%
AFRM vs KIM
+111.0%
-143.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -7.7% | +14.1% | -21.8% | -22.1% |
| 3M | -16.9% | +6.0% | -22.9% | -23.2% |
| 6M | +2.5% | +13.2% | -10.8% | -14.7% |
| YTD | -12.5% | +30.4% | -42.9% | -40.4% |
| 1Y | -11.0% | +31.0% | -42.1% | -40.1% |
| 3Y | +184.6% | +67.6% | +116.9% | +36.9% |
| 5Y | -56.3% | +35.8% | -92.1% | -67.9% |
| All | -32.4% | +111.0% | -143.4% | -55.4% |
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