+184.6%
AFRM vs KMX
-14.8%
+199.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.8% |
| 7D | -4.4% | +3.4% | -7.8% | -6.3% |
| 30D | -7.7% | +6.8% | -14.5% | -11.2% |
| 3M | -16.9% | -11.4% | -5.5% | -11.6% |
| 6M | +2.5% | +43.6% | -41.1% | -19.8% |
| YTD | -12.5% | +37.7% | -50.3% | -32.9% |
| 1Y | -11.0% | +53.0% | -64.0% | -37.2% |
| 3Y | +184.6% | -16.3% | +200.9% | +192.7% |
| All | +184.6% | -14.8% | +199.4% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling