+286.2%
KGC vs AFRM
-58.9%
+345.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.2% |
| 7D | +10.5% | -7.3% | +17.8% | +11.2% |
| 30D | -4.1% | -9.6% | +5.5% | -3.2% |
| 3M | -13.1% | -11.1% | -2.0% | -12.4% |
| 6M | -27.5% | +3.9% | -31.4% | -27.9% |
| YTD | -20.7% | -8.5% | -12.2% | -20.7% |
| 1Y | -6.1% | +3.3% | -9.3% | -7.0% |
| 3Y | +318.6% | +213.7% | +104.9% | +262.6% |
| All | +286.2% | -58.9% | +345.1% | +253.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling