-20.9%
AFRM vs KMX
-50.1%
+29.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -3.5% |
| 7D | -7.0% | +1.9% | -8.9% | -8.4% |
| 30D | -7.8% | +11.7% | -19.5% | -16.2% |
| 3M | +5.3% | +34.9% | -29.6% | -20.6% |
| 6M | +42.6% | +50.3% | -7.6% | -7.1% |
| YTD | -2.8% | +63.8% | -66.6% | -42.6% |
| 1Y | -19.3% | +3.8% | -23.1% | -31.2% |
| 3Y | +231.0% | -24.3% | +255.2% | +273.1% |
| All | -20.9% | -50.1% | +29.1% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling