-29.6%
AFRM vs KMX
-49.5%
+19.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.3% |
| 7D | -10.3% | -2.3% | -8.0% | -8.7% |
| 30D | -13.7% | +6.3% | -20.0% | -18.0% |
| 3M | -11.6% | -7.4% | -4.2% | -7.3% |
| 6M | +2.1% | +37.9% | -35.8% | -24.9% |
| YTD | -8.9% | +39.5% | -48.3% | -37.2% |
| 1Y | -9.7% | +57.9% | -67.6% | -45.1% |
| 3Y | +202.5% | -15.0% | +217.4% | +193.6% |
| 5Y | -55.3% | -64.1% | +8.8% | -17.7% |
| All | -29.6% | -49.5% | +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