+97.8%
KO vs AFRM
-55.1%
+152.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.0% |
| 7D | +2.2% | -8.4% | +10.6% | +2.3% |
| 30D | +10.1% | -18.3% | +28.3% | +10.3% |
| 3M | +12.2% | -12.7% | +24.9% | +12.4% |
| 6M | +25.1% | +3.0% | +22.1% | +25.0% |
| YTD | +41.3% | -11.4% | +52.7% | +41.3% |
| 1Y | +41.1% | -13.3% | +54.4% | +41.1% |
| 3Y | +86.3% | +194.0% | -107.8% | +79.2% |
| 5Y | +97.8% | -50.6% | +148.4% | +82.2% |
| All | +97.8% | -55.1% | +152.9% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling