-8.7%
AFRM vs KRMN
+33.3%
-42.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | -7.0% | -12.3% | +5.3% | -3.3% |
| 30D | -7.8% | -27.5% | +19.7% | +0.8% |
| 3M | +5.3% | -26.5% | +31.8% | +13.7% |
| 6M | +42.6% | -59.6% | +102.2% | +83.1% |
| YTD | -2.8% | -45.4% | +42.6% | +7.5% |
| 1Y | -19.3% | -25.1% | +5.8% | -24.9% |
| All | -8.7% | +33.3% | -42.0% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling