+80.0%
KR vs AFRM
-55.1%
+135.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +0.8% |
| 7D | +2.7% | -8.4% | +11.0% | +2.6% |
| 30D | +11.3% | -18.3% | +29.6% | +11.1% |
| 3M | +22.3% | -12.7% | +35.0% | +22.2% |
| 6M | +5.8% | +3.0% | +2.8% | +5.9% |
| YTD | +11.7% | -11.4% | +23.1% | +11.9% |
| 1Y | +8.9% | -13.3% | +22.2% | +9.0% |
| 3Y | +67.1% | +194.0% | -126.9% | +65.0% |
| 5Y | +80.0% | -50.6% | +130.6% | +60.0% |
| All | +80.0% | -55.1% | +135.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling