+463.0%
KGC vs AFRM
-23.1%
+486.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.1% |
| 7D | -1.3% | -7.0% | +5.7% | -0.7% |
| 30D | +20.3% | -7.8% | +28.1% | +21.0% |
| 3M | +8.1% | +5.3% | +2.8% | +7.6% |
| 6M | -8.8% | +42.6% | -51.4% | -11.2% |
| YTD | +10.1% | -2.8% | +12.9% | +9.6% |
| 1Y | +44.2% | -19.3% | +63.5% | +44.8% |
| 3Y | +533.0% | +231.0% | +302.1% | +455.2% |
| All | +463.0% | -23.1% | +486.1% | +401.8% |
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 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