+69.1%
KNX vs AFRM
-25.2%
+94.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -0.5% | -8.5% | +8.0% | +0.4% |
| 30D | +1.0% | -11.4% | +12.4% | +2.1% |
| 3M | -12.6% | +8.2% | -20.9% | -13.6% |
| 6M | +21.1% | +36.6% | -15.5% | +16.6% |
| YTD | +33.2% | -8.7% | +41.8% | +33.1% |
| 1Y | +67.8% | -19.9% | +87.7% | +68.8% |
| 3Y | +37.3% | +202.6% | -165.3% | +17.5% |
| 5Y | +41.1% | -45.0% | +86.1% | +18.3% |
| All | +69.1% | -25.2% | +94.4% | +40.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling