-58.3%
AFRM vs KIM
+31.1%
-89.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.6% |
| 7D | -7.3% | +4.1% | -11.4% | -12.7% |
| 30D | -9.6% | +16.8% | -26.4% | -29.0% |
| 3M | -11.1% | +5.7% | -16.8% | -19.0% |
| 6M | +3.9% | +9.7% | -5.8% | -13.0% |
| YTD | -8.5% | +30.2% | -38.7% | -42.9% |
| 1Y | +3.3% | +32.1% | -28.8% | -37.6% |
| 3Y | +213.7% | +58.6% | +155.1% | +28.7% |
| All | -58.3% | +31.1% | -89.4% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling