-17.0%
AFRM vs KRMN
+35.0%
-52.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.4% | -0.8% |
| 7D | -5.5% | +26.2% | -31.7% | -12.4% |
| 30D | -15.5% | +34.3% | -49.8% | -23.9% |
| 3M | -10.3% | -34.6% | +24.3% | -1.0% |
| 6M | +0.6% | -35.2% | +35.8% | +9.0% |
| YTD | -11.5% | -44.6% | +33.1% | -4.8% |
| 1Y | -16.6% | -40.2% | +23.6% | -13.7% |
| All | -17.0% | +35.0% | -52.0% | -53.0% |
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