+171.7%
KMI vs AFRM
-25.1%
+196.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | -10.8% | -7.3% | -3.5% | -10.4% |
| 30D | -5.0% | -9.6% | +4.6% | -4.6% |
| 3M | -3.4% | -11.1% | +7.7% | -3.0% |
| 6M | -3.4% | +3.9% | -7.3% | -4.1% |
| YTD | +13.1% | -8.5% | +21.6% | +12.7% |
| 1Y | +19.0% | +3.3% | +15.8% | +17.5% |
| 3Y | +106.1% | +213.7% | -107.6% | +85.0% |
| 5Y | +130.1% | -58.5% | +188.6% | +105.8% |
| All | +171.7% | -25.1% | +196.8% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling