-4.3%
KGC vs AFRM
+8.5%
-12.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.0% | +2.4% | +6.2% |
| 7D | -6.8% | +3.1% | -9.9% | -7.5% |
| 30D | -9.2% | +1.1% | -10.3% | -9.5% |
| 3M | -9.1% | -3.2% | -5.9% | -8.8% |
| 6M | -25.7% | +12.7% | -38.3% | -28.1% |
| YTD | -23.6% | +1.6% | -25.2% | -26.4% |
| 1Y | -4.3% | +5.9% | -10.1% | -8.2% |
| All | -4.3% | +8.5% | -12.8% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling