+231.0%
KGC vs AFRM
-27.4%
+258.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -5.6% |
| 7D | +8.0% | -8.4% | +16.4% | +8.7% |
| 30D | -9.3% | -18.3% | +9.0% | -8.0% |
| 3M | -21.3% | -12.7% | -8.6% | -20.6% |
| 6M | -31.5% | +3.0% | -34.5% | -31.7% |
| YTD | -23.2% | -11.4% | -11.8% | -23.1% |
| 1Y | -15.0% | -13.3% | -1.7% | -14.8% |
| 3Y | +328.7% | +194.0% | +134.7% | +284.0% |
| 5Y | +262.9% | -50.6% | +313.5% | +224.6% |
| All | +231.0% | -27.4% | +258.4% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling