+52.0%
KR vs AFL
+133.8%
-81.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -0.2% | -1.6% | +1.5% | +0.3% |
| 30D | +5.1% | -4.0% | +9.1% | +6.2% |
| 3M | -8.2% | -0.5% | -7.6% | -8.0% |
| 6M | -18.0% | +6.5% | -24.5% | -19.2% |
| YTD | -4.8% | +6.2% | -10.9% | -6.3% |
| 1Y | -11.0% | +8.3% | -19.3% | -13.0% |
| 3Y | +37.7% | +62.5% | -24.9% | +19.6% |
| All | +52.0% | +133.8% | -81.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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