+224.9%
KGC vs AFRM
-55.6%
+280.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.3% |
| 7D | -4.1% | -5.5% | +1.4% | -3.6% |
| 30D | -11.6% | -15.5% | +3.8% | -10.4% |
| 3M | -24.5% | -10.3% | -14.2% | -23.9% |
| 6M | -34.6% | +0.6% | -35.2% | -34.7% |
| YTD | -26.2% | -11.5% | -14.6% | -26.0% |
| 1Y | -20.1% | -16.6% | -3.5% | -19.6% |
| 3Y | +312.4% | +193.5% | +118.9% | +258.8% |
| 5Y | +224.9% | -55.8% | +280.7% | +199.1% |
| All | +224.9% | -55.6% | +280.5% | +199.1% |
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