+105.6%
KO vs AFRM
-25.0%
+130.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | -0.9% |
| 7D | -0.8% | -8.0% | +7.2% | -0.7% |
| 30D | +0.8% | -9.8% | +10.6% | +0.9% |
| 3M | +8.3% | +4.7% | +3.7% | +8.3% |
| 6M | +14.0% | +34.1% | -20.1% | +13.6% |
| YTD | +26.9% | -8.4% | +35.3% | +26.9% |
| 1Y | +32.7% | -22.9% | +55.6% | +32.9% |
| 3Y | +63.9% | +203.3% | -139.3% | +59.2% |
| 5Y | +81.7% | -26.0% | +107.7% | +73.5% |
| All | +105.6% | -25.0% | +130.6% | +95.3% |
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