-27.7%
AFRM vs KIM
+111.6%
-139.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.9% | -6.6% |
| 7D | -6.9% | +5.0% | -11.9% | -12.3% |
| 30D | -7.0% | +15.8% | -22.7% | -22.9% |
| 3M | -11.2% | +4.3% | -15.5% | -16.3% |
| 6M | +4.3% | +11.4% | -7.1% | -11.4% |
| YTD | -6.4% | +30.8% | -37.2% | -36.5% |
| 1Y | -2.6% | +31.4% | -34.0% | -34.6% |
| 3Y | +210.6% | +57.7% | +152.9% | +61.3% |
| 5Y | -57.6% | +31.7% | -89.3% | -68.9% |
| All | -27.7% | +111.6% | -139.4% | -52.4% |
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