+76.4%
KNX vs AFRM
-20.4%
+96.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.4% | +4.0% |
| 7D | +7.4% | -7.0% | +14.3% | +8.1% |
| 30D | +2.0% | -7.8% | +9.8% | +2.7% |
| 3M | -7.9% | +5.3% | -13.2% | -8.7% |
| 6M | +14.4% | +42.6% | -28.3% | +9.6% |
| YTD | +38.9% | -2.8% | +41.7% | +37.9% |
| 1Y | +65.9% | -19.3% | +85.2% | +66.8% |
| 3Y | +35.8% | +231.0% | -195.1% | +15.3% |
| 5Y | +43.3% | -22.2% | +65.6% | +19.2% |
| All | +76.4% | -20.4% | +96.8% | +46.1% |
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