-18.0%
KR vs AFL
+5.9%
-23.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.3% |
| 7D | -0.2% | -1.6% | +1.5% | +0.8% |
| 30D | +5.1% | -4.0% | +9.1% | +7.3% |
| 3M | -8.2% | -0.5% | -7.6% | -7.9% |
| 6M | -18.0% | +6.5% | -24.5% | -17.2% |
| All | -18.0% | +5.9% | -23.9% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling