+0.5%
KHC vs AFRM
-27.4%
+27.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.7% |
| 7D | -1.1% | -8.4% | +7.2% | -1.1% |
| 30D | +8.8% | -18.3% | +27.1% | +8.9% |
| 3M | -1.2% | -12.7% | +11.5% | -1.2% |
| 6M | +4.6% | +3.0% | +1.6% | +4.6% |
| YTD | +5.1% | -11.4% | +16.5% | +5.1% |
| 1Y | +6.2% | -13.3% | +19.6% | +6.2% |
| 3Y | -12.9% | +194.0% | -206.9% | -13.0% |
| 5Y | -16.8% | -50.6% | +33.8% | -18.7% |
| All | +0.5% | -27.4% | +27.9% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling