+47.4%
KRE vs AFRM
-20.7%
+68.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.3% | +3.1% | -0.7% | +1.9% |
| 30D | -2.5% | -4.2% | +1.7% | -2.1% |
| 3M | +6.2% | +10.1% | -3.9% | +4.5% |
| 6M | +15.8% | +39.4% | -23.6% | +10.1% |
| YTD | +16.0% | -3.2% | +19.2% | +14.9% |
| 1Y | +16.2% | -16.1% | +32.2% | +16.4% |
| 3Y | +86.4% | +220.8% | -134.4% | +53.2% |
| 5Y | +33.0% | -17.7% | +50.6% | +5.8% |
| All | +47.4% | -20.7% | +68.1% | +17.2% |
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