+196.5%
AFRM vs KIM
+66.0%
+130.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.1% |
| 7D | -10.3% | -1.0% | -9.2% | -9.3% |
| 30D | -13.7% | +14.8% | -28.5% | -25.2% |
| 3M | -11.6% | +8.1% | -19.7% | -18.6% |
| 6M | +2.1% | +11.7% | -9.6% | -11.0% |
| YTD | -8.9% | +30.7% | -39.6% | -34.8% |
| 1Y | -9.7% | +29.7% | -39.5% | -35.1% |
| All | +196.5% | +66.0% | +130.5% | +48.3% |
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