+1.5%
KMB vs AFRM
-27.6%
+29.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.5% |
| 7D | -3.0% | -5.5% | +2.5% | -2.9% |
| 30D | +9.1% | -15.5% | +24.5% | +9.1% |
| 3M | -0.4% | -10.3% | +9.9% | -0.4% |
| 6M | +13.0% | +0.6% | +12.3% | +13.0% |
| YTD | +10.3% | -11.5% | +21.9% | +10.3% |
| 1Y | +8.2% | -16.6% | +24.8% | +8.2% |
| 3Y | +0.4% | +193.5% | -193.2% | -0.1% |
| 5Y | -2.7% | -55.8% | +53.1% | -7.5% |
| All | +1.5% | -27.6% | +29.1% | -1.2% |
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