-24.9%
AFRM vs KIM
+94.9%
-119.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.4% |
| 7D | -7.0% | +0.4% | -7.4% | -7.6% |
| 30D | -7.8% | -4.0% | -3.8% | -3.1% |
| 3M | +5.3% | +0.5% | +4.8% | +2.5% |
| 6M | +42.6% | +3.6% | +39.0% | +33.2% |
| YTD | -2.8% | +20.4% | -23.2% | -26.5% |
| 1Y | -19.3% | +9.7% | -29.0% | -31.5% |
| 3Y | +231.0% | +46.0% | +185.0% | +92.3% |
| 5Y | -22.2% | +34.4% | -56.7% | -36.9% |
| All | -24.9% | +94.9% | -119.8% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling