+68.6%
KNX vs AFRM
-25.0%
+93.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.6% | -2.3% |
| 7D | +2.3% | -8.0% | +10.3% | +3.2% |
| 30D | +0.5% | -9.8% | +10.2% | +1.4% |
| 3M | -14.1% | +4.7% | -18.8% | -14.8% |
| 6M | +19.8% | +34.1% | -14.4% | +15.5% |
| YTD | +32.7% | -8.4% | +41.2% | +32.6% |
| 1Y | +62.3% | -22.9% | +85.3% | +64.0% |
| 3Y | +36.8% | +203.3% | -166.5% | +17.1% |
| 5Y | +41.8% | -26.0% | +67.7% | +18.6% |
| All | +68.6% | -25.0% | +93.6% | +40.4% |
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 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