+30.3%
KNX vs AFRM
+204.9%
-174.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | 0.0% | -10.3% | +10.3% | +1.6% |
| 30D | -3.3% | -13.7% | +10.4% | -1.3% |
| 3M | -8.7% | -11.6% | +2.9% | -7.5% |
| 6M | +1.3% | +2.1% | -0.8% | 0.0% |
| YTD | +20.4% | -8.9% | +29.2% | +19.6% |
| 1Y | +42.4% | -9.7% | +52.2% | +41.3% |
| All | +30.3% | +204.9% | -174.6% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling