+590.0%
KLAC vs AFRM
-20.7%
+610.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +10.6% | +3.1% | +7.5% | +9.9% |
| 30D | -4.5% | -4.2% | -0.3% | -4.1% |
| 3M | -10.3% | +10.1% | -20.4% | -12.2% |
| 6M | +40.9% | +39.4% | +1.5% | +31.5% |
| YTD | +56.1% | -3.2% | +59.3% | +54.4% |
| 1Y | +109.0% | -16.1% | +125.1% | +110.3% |
| 3Y | +288.8% | +220.8% | +68.1% | +183.3% |
| 5Y | +489.1% | -17.7% | +506.8% | +344.6% |
| All | +590.0% | -20.7% | +610.8% | +425.2% |
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