-29.4%
AFRM vs KMX
-49.3%
+19.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -4.1% |
| 7D | -7.5% | -4.1% | -3.4% | -4.5% |
| 30D | -15.7% | +2.9% | -18.6% | -17.8% |
| 3M | -9.6% | -7.0% | -2.6% | -5.5% |
| 6M | +6.3% | +34.1% | -27.9% | -20.1% |
| YTD | -8.6% | +40.0% | -48.6% | -37.2% |
| 1Y | -7.6% | +67.2% | -74.8% | -46.6% |
| 3Y | +173.7% | -13.4% | +187.1% | +160.8% |
| 5Y | -56.9% | -65.1% | +8.2% | -20.3% |
| All | -29.4% | -49.3% | +19.9% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling