-29.6%
AFRM vs KIM
+111.6%
-141.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.2% |
| 7D | -10.3% | -1.0% | -9.2% | -9.0% |
| 30D | -13.7% | +14.8% | -28.5% | -27.7% |
| 3M | -11.6% | +8.1% | -19.7% | -20.3% |
| 6M | +2.1% | +11.7% | -9.6% | -13.5% |
| YTD | -8.9% | +30.7% | -39.6% | -38.1% |
| 1Y | -9.7% | +29.7% | -39.5% | -38.4% |
| 3Y | +202.5% | +65.1% | +137.4% | +48.5% |
| 5Y | -55.3% | +34.7% | -90.0% | -67.3% |
| All | -29.6% | +111.6% | -141.2% | -53.7% |
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