-24.9%
AFRM vs KMX
-40.7%
+15.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -3.4% |
| 7D | -7.0% | +1.9% | -8.9% | -8.3% |
| 30D | -7.8% | +11.7% | -19.5% | -15.7% |
| 3M | +5.3% | +34.9% | -29.6% | -19.1% |
| 6M | +42.6% | +50.3% | -7.6% | -4.3% |
| YTD | -2.8% | +63.8% | -66.6% | -40.3% |
| 1Y | -19.3% | +3.8% | -23.1% | -30.3% |
| 3Y | +231.0% | -24.3% | +255.2% | +273.0% |
| 5Y | -22.2% | -50.2% | +28.0% | +23.3% |
| All | -24.9% | -40.7% | +15.7% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling