-14.2%
AFRM vs KRMN
+14.6%
-28.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.5% |
| 7D | -8.5% | -15.1% | +6.6% | -4.0% |
| 30D | -11.4% | -44.5% | +33.1% | +5.1% |
| 3M | +8.2% | -25.0% | +33.3% | +15.8% |
| 6M | +36.6% | -66.5% | +103.2% | +86.1% |
| YTD | -8.7% | -53.0% | +44.3% | +5.6% |
| 1Y | -19.9% | -44.7% | +24.8% | -15.5% |
| All | -14.2% | +14.6% | -28.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 10y: compounded portfolio wealth divided by compounded KRMN 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…
10y analysis · Full analysis span regression · 6 months rolling