+456.2%
KLAC vs AFRM
-28.4%
+484.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +10.0% | -4.4% | +14.4% | +10.9% |
| 30D | -14.8% | -7.7% | -7.2% | -13.6% |
| 3M | -27.2% | -16.9% | -10.3% | -25.1% |
| 6M | -17.5% | +2.5% | -19.9% | -18.4% |
| YTD | +25.8% | -12.5% | +38.3% | +26.4% |
| 1Y | +31.8% | -11.0% | +42.9% | +31.8% |
| 3Y | +195.3% | +184.6% | +10.7% | +122.5% |
| 5Y | +285.9% | -56.3% | +342.2% | +215.6% |
| All | +456.2% | -28.4% | +484.6% | +330.1% |
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 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