-16.2%
KHC vs AFRM
-58.9%
+42.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | +0.1% |
| 7D | -4.6% | -10.3% | +5.7% | -4.5% |
| 30D | +8.1% | -13.7% | +21.8% | +8.2% |
| 3M | 0.0% | -11.6% | +11.6% | +0.1% |
| 6M | +7.9% | +2.1% | +5.8% | +7.9% |
| YTD | +5.3% | -8.9% | +14.1% | +5.2% |
| 1Y | +5.1% | -9.7% | +14.8% | +5.1% |
| 3Y | -12.8% | +202.5% | -215.2% | -13.8% |
| 5Y | -16.2% | -55.3% | +39.1% | -20.1% |
| All | -16.2% | -58.9% | +42.7% | -20.1% |
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