+405.7%
KLAC vs AFRM
-25.1%
+430.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +8.9% | +7.1% |
| 7D | -12.3% | -7.3% | -5.0% | -11.1% |
| 30D | -29.6% | -9.6% | -20.1% | -28.4% |
| 3M | -28.2% | -11.1% | -17.2% | -27.1% |
| 6M | -23.6% | +3.9% | -27.4% | -24.8% |
| YTD | +14.4% | -8.5% | +22.9% | +14.0% |
| 1Y | +15.4% | +3.3% | +12.2% | +12.2% |
| 3Y | +184.3% | +213.7% | -29.4% | +109.6% |
| 5Y | +248.9% | -58.5% | +307.4% | +185.3% |
| All | +405.7% | -25.1% | +430.8% | +287.9% |
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