-19.3%
AFRM vs KMX
+5.0%
-24.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -3.0% |
| 7D | -7.0% | +1.9% | -8.9% | -7.5% |
| 30D | -7.8% | +11.7% | -19.5% | -11.0% |
| 3M | +5.3% | +34.9% | -29.6% | -4.9% |
| 6M | +42.6% | +50.3% | -7.6% | +21.3% |
| YTD | -2.8% | +63.8% | -66.6% | -19.5% |
| 1Y | -19.3% | +3.8% | -23.1% | -27.7% |
| All | -19.3% | +5.0% | -24.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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