+32.8%
KR vs AFRM
+195.1%
-162.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | -1.5% |
| 7D | -3.1% | -8.0% | +5.0% | -3.3% |
| 30D | +0.6% | -9.8% | +10.4% | +0.3% |
| 3M | -9.8% | +4.7% | -14.5% | -9.5% |
| 6M | -22.1% | +34.1% | -56.3% | -21.0% |
| YTD | -8.1% | -8.4% | +0.3% | -7.7% |
| 1Y | -14.7% | -22.9% | +8.3% | -14.5% |
| All | +32.8% | +195.1% | -162.3% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling