-13.7%
KHC vs AFRM
+204.9%
-218.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | +0.1% |
| 7D | -4.6% | -10.3% | +5.7% | -4.4% |
| 30D | +8.1% | -13.7% | +21.8% | +8.4% |
| 3M | 0.0% | -11.6% | +11.6% | +0.2% |
| 6M | +7.9% | +2.1% | +5.8% | +7.8% |
| YTD | +5.3% | -8.9% | +14.1% | +5.2% |
| 1Y | +5.1% | -9.7% | +14.8% | +5.0% |
| All | -13.7% | +204.9% | -218.6% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling