+3.0%
KHC vs AFRM
-20.4%
+23.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.7% |
| 7D | -1.8% | -7.0% | +5.2% | -1.7% |
| 30D | -1.9% | -7.8% | +5.9% | -1.8% |
| 3M | +14.4% | +5.3% | +9.1% | +14.4% |
| 6M | +8.7% | +42.6% | -33.9% | +8.6% |
| YTD | +7.8% | -2.8% | +10.6% | +7.7% |
| 1Y | -1.5% | -19.3% | +17.8% | -1.5% |
| 3Y | -9.9% | +231.0% | -240.8% | -10.0% |
| 5Y | -10.7% | -22.2% | +11.5% | -12.1% |
| All | +3.0% | -20.4% | +23.4% | +1.1% |
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 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