+4,297.1%
KR vs AFL
+18,562.2%
-14,265.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -0.2% | -1.6% | +1.5% | +0.1% |
| 30D | +5.1% | -4.0% | +9.1% | +5.8% |
| 3M | -8.2% | -0.5% | -7.6% | -8.0% |
| 6M | -18.0% | +6.5% | -24.5% | -18.9% |
| YTD | -4.8% | +6.2% | -10.9% | -5.9% |
| 1Y | -11.0% | +8.3% | -19.3% | -12.4% |
| 3Y | +37.7% | +62.5% | -24.9% | +25.4% |
| 5Y | +52.8% | +136.2% | -83.4% | +29.6% |
| 10Y | +128.8% | +301.4% | -172.6% | +69.0% |
| All | +4,297.1% | +18,562.2% | -14,265.1% | +831.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling