+33.2%
KO vs AFRM
-24.5%
+57.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | -1.1% | -8.5% | +7.4% | -1.4% |
| 30D | +1.6% | -11.4% | +12.9% | +1.1% |
| 3M | +5.8% | +8.2% | -2.5% | +6.7% |
| 6M | +14.3% | +36.6% | -22.3% | +16.0% |
| YTD | +27.3% | -8.7% | +36.0% | +28.3% |
| 1Y | +33.2% | -19.9% | +53.1% | +33.1% |
| All | +33.2% | -24.5% | +57.6% | +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