+2.7%
KMB vs AFRM
-57.5%
+60.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +3.4% | -7.5% | +10.9% | +3.5% |
| 30D | +14.7% | -15.7% | +30.4% | +14.9% |
| 3M | +3.3% | -9.6% | +12.9% | +3.4% |
| 6M | +16.8% | +6.3% | +10.5% | +16.7% |
| YTD | +15.2% | -8.6% | +23.8% | +15.2% |
| 1Y | +13.3% | -7.6% | +20.9% | +13.2% |
| 3Y | +5.4% | +173.7% | -168.2% | +3.3% |
| 5Y | +2.7% | -56.9% | +59.6% | -6.3% |
| All | +2.7% | -57.5% | +60.2% | -6.3% |
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 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