+330.0%
KGC vs AFRM
+204.9%
+125.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.6% |
| 7D | +0.2% | -10.3% | +10.5% | +1.3% |
| 30D | -8.8% | -13.7% | +4.9% | -7.5% |
| 3M | -21.1% | -11.6% | -9.5% | -20.3% |
| 6M | -32.3% | +2.1% | -34.4% | -32.5% |
| YTD | -23.5% | -8.9% | -14.6% | -23.6% |
| 1Y | -15.0% | -9.7% | -5.3% | -15.2% |
| All | +330.0% | +204.9% | +125.1% | +259.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling