+106.8%
KO vs AFRM
-20.4%
+127.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | -1.8% | -7.0% | +5.2% | -1.7% |
| 30D | +1.4% | -7.8% | +9.2% | +1.5% |
| 3M | +15.4% | +5.3% | +10.1% | +15.3% |
| 6M | +14.3% | +42.6% | -28.4% | +13.8% |
| YTD | +27.7% | -2.8% | +30.5% | +27.6% |
| 1Y | +32.7% | -19.3% | +52.0% | +32.8% |
| 3Y | +62.2% | +231.0% | -168.8% | +57.4% |
| 5Y | +80.0% | -22.2% | +102.2% | +71.7% |
| All | +106.8% | -20.4% | +127.2% | +96.3% |
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 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