+101.5%
KR vs AFRM
-25.2%
+126.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -2.7% | -8.5% | +5.8% | -2.7% |
| 30D | +1.9% | -11.4% | +13.3% | +1.8% |
| 3M | -11.0% | +8.2% | -19.3% | -10.9% |
| 6M | -20.2% | +36.6% | -56.8% | -19.9% |
| YTD | -7.3% | -8.7% | +1.4% | -7.1% |
| 1Y | -13.1% | -19.9% | +6.8% | -13.0% |
| 3Y | +29.7% | +202.6% | -172.9% | +29.0% |
| 5Y | +48.8% | -45.0% | +93.8% | +43.7% |
| All | +101.5% | -25.2% | +126.7% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling