+32.7%
KO vs AFRM
-15.0%
+47.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.9% |
| 7D | -1.8% | -7.0% | +5.2% | -2.1% |
| 30D | +1.4% | -7.8% | +9.2% | +1.1% |
| 3M | +15.4% | +5.3% | +10.1% | +16.1% |
| 6M | +14.3% | +42.6% | -28.4% | +16.1% |
| YTD | +27.7% | -2.8% | +30.5% | +29.0% |
| 1Y | +32.7% | -19.3% | +52.0% | +33.1% |
| All | +32.7% | -15.0% | +47.7% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling