-25.2%
AFRM vs KMX
-43.2%
+18.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +3.0% |
| 7D | +3.1% | -0.7% | +3.8% | +3.5% |
| 30D | -4.2% | +4.1% | -8.3% | -7.4% |
| 3M | +10.1% | +27.5% | -17.4% | -11.6% |
| 6M | +39.4% | +43.6% | -4.1% | -3.1% |
| YTD | -3.2% | +56.8% | -59.9% | -38.5% |
| 1Y | -16.1% | -1.3% | -14.7% | -24.5% |
| 3Y | +220.8% | -25.4% | +246.2% | +262.8% |
| 5Y | -17.7% | -53.9% | +36.2% | +35.3% |
| All | -25.2% | -43.2% | +18.0% | +34.5% |
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