+288.8%
KLAC vs AFRM
+221.8%
+67.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +31.8% |
| YTD | +56.1% | -3.2% | +59.3% | +54.4% |
| 1Y | +109.0% | -16.1% | +125.1% | +110.1% |
| 3Y | +288.8% | +220.8% | +68.1% | +210.5% |
| All | +288.8% | +221.8% | +67.0% | +210.5% |
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