+18.5%
KDP vs AFRM
-20.4%
+38.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | +1.3% | -7.0% | +8.2% | +1.4% |
| 30D | +6.0% | -7.8% | +13.8% | +6.1% |
| 3M | +9.2% | +5.3% | +3.9% | +9.1% |
| 6M | +14.7% | +42.6% | -28.0% | +14.0% |
| YTD | +19.2% | -2.8% | +22.0% | +19.1% |
| 1Y | +15.2% | -19.3% | +34.5% | +15.3% |
| 3Y | +6.0% | +231.0% | -225.0% | +2.1% |
| 5Y | +5.4% | -22.2% | +27.7% | +1.2% |
| All | +18.5% | -20.4% | +38.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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