+213.7%
AFRM vs KMX
-22.6%
+236.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.0% |
| 7D | -7.3% | -7.4% | +0.1% | -3.1% |
| 30D | -9.6% | -3.4% | -6.2% | -7.8% |
| 3M | -11.1% | -11.3% | +0.3% | -5.4% |
| 6M | +3.9% | +30.6% | -26.7% | -13.7% |
| YTD | -8.5% | +33.2% | -41.7% | -27.9% |
| 1Y | +3.3% | +66.7% | -63.5% | -31.0% |
| 3Y | +213.7% | -22.1% | +235.8% | +255.6% |
| All | +213.7% | -22.6% | +236.3% | +255.6% |
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