+577.7%
KLAC vs AFRM
-20.4%
+598.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.6% | +9.9% | +7.8% |
| 7D | +5.7% | -7.0% | +12.7% | +7.0% |
| 30D | -3.6% | -7.8% | +4.2% | -2.5% |
| 3M | -12.8% | +5.3% | -18.1% | -14.0% |
| 6M | +26.1% | +42.6% | -16.6% | +17.2% |
| YTD | +53.3% | -2.8% | +56.1% | +51.5% |
| 1Y | +113.7% | -19.3% | +133.0% | +116.4% |
| 3Y | +274.9% | +231.0% | +43.9% | +171.6% |
| 5Y | +470.1% | -22.2% | +492.4% | +332.8% |
| All | +577.7% | -20.4% | +598.1% | +415.5% |
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 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