-8.0%
KMB vs AFRM
-23.1%
+15.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.6% |
| 7D | -3.0% | -7.0% | +3.9% | -3.0% |
| 30D | -5.5% | -7.8% | +2.3% | -5.4% |
| 3M | +14.0% | +5.3% | +8.7% | +13.9% |
| 6M | +4.1% | +42.6% | -38.6% | +3.8% |
| YTD | +8.0% | -2.8% | +10.8% | +8.0% |
| 1Y | -13.7% | -19.3% | +5.6% | -13.7% |
| 3Y | -5.9% | +231.0% | -236.9% | -7.4% |
| All | -8.0% | -23.1% | +15.0% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling