-1.3%
KMB vs AFRM
-56.8%
+55.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.1% |
| 7D | +0.9% | -4.4% | +5.3% | +1.0% |
| 30D | +10.1% | -7.7% | +17.7% | +10.2% |
| 3M | 0.0% | -16.9% | +16.9% | +0.2% |
| 6M | +15.7% | +2.5% | +13.2% | +15.6% |
| YTD | +12.6% | -12.5% | +25.2% | +12.7% |
| 1Y | +10.1% | -11.0% | +21.2% | +10.1% |
| 3Y | +2.1% | +184.6% | -182.4% | -0.2% |
| All | -1.3% | -56.8% | +55.5% | -8.7% |
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