-11.0%
AFRM vs KIM
+30.6%
-41.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -7.7% | +14.1% | -21.8% | -9.1% |
| 3M | -16.9% | +6.0% | -22.9% | -17.6% |
| 6M | +2.5% | +13.2% | -10.8% | -0.7% |
| YTD | -12.5% | +30.4% | -42.9% | -13.0% |
| 1Y | -11.0% | +31.0% | -42.1% | -13.2% |
| All | -11.0% | +30.6% | -41.6% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling