+190.3%
KMI vs AFRM
-27.6%
+217.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.3% | +1.5% |
| 7D | +6.0% | -5.5% | +11.5% | +6.3% |
| 30D | -3.4% | -15.5% | +12.1% | -2.6% |
| 3M | +1.8% | -10.3% | +12.1% | +2.1% |
| 6M | +0.4% | +0.6% | -0.2% | -0.1% |
| YTD | +20.8% | -11.5% | +32.4% | +20.6% |
| 1Y | +23.0% | -16.6% | +39.6% | +23.0% |
| 3Y | +123.3% | +193.5% | -70.2% | +101.3% |
| 5Y | +149.8% | -55.8% | +205.6% | +123.6% |
| All | +190.3% | -27.6% | +217.9% | +155.2% |
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