+230.0%
KGC vs AFRM
-25.4%
+255.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.5% |
| 7D | +0.2% | -10.3% | +10.5% | +1.0% |
| 30D | -8.8% | -13.7% | +4.9% | -7.9% |
| 3M | -21.1% | -11.6% | -9.5% | -20.5% |
| 6M | -32.3% | +2.1% | -34.4% | -32.5% |
| YTD | -23.5% | -8.9% | -14.6% | -23.4% |
| 1Y | -15.0% | -9.7% | -5.3% | -15.0% |
| 3Y | +327.5% | +202.5% | +125.1% | +282.1% |
| 5Y | +244.3% | -55.3% | +299.6% | +207.7% |
| All | +230.0% | -25.4% | +255.4% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling