+221.8%
AFRM vs KMX
-22.2%
+244.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -3.2% |
| 7D | -7.0% | +1.9% | -8.9% | -7.9% |
| 30D | -7.8% | +11.7% | -19.5% | -13.6% |
| 3M | +5.3% | +34.9% | -29.6% | -12.8% |
| 6M | +42.6% | +50.3% | -7.6% | +6.8% |
| YTD | -2.8% | +63.8% | -66.6% | -31.8% |
| 1Y | -19.3% | +3.8% | -23.1% | -24.4% |
| All | +221.8% | -22.2% | +244.1% | +223.6% |
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