+3.1%
KMB vs AFRM
-25.4%
+28.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.7% |
| 7D | +0.1% | -10.3% | +10.3% | +0.1% |
| 30D | +10.2% | -13.7% | +23.9% | +10.3% |
| 3M | +1.5% | -11.6% | +13.0% | +1.5% |
| 6M | +16.6% | +2.1% | +14.5% | +16.6% |
| YTD | +12.1% | -8.9% | +20.9% | +12.0% |
| 1Y | +11.1% | -9.7% | +20.8% | +11.0% |
| 3Y | +1.9% | +202.5% | -200.5% | +1.4% |
| 5Y | -1.3% | -55.3% | +54.1% | -6.2% |
| All | +3.1% | -25.4% | +28.5% | +0.3% |
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