+44.1%
KRE vs AFRM
-25.1%
+69.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.1% |
| 7D | +0.3% | -7.3% | +7.6% | +1.2% |
| 30D | +4.8% | -9.6% | +14.4% | +5.9% |
| 3M | -5.1% | -11.1% | +6.0% | -4.1% |
| 6M | +3.3% | +3.9% | -0.6% | +1.9% |
| YTD | +13.3% | -8.5% | +21.8% | +12.8% |
| 1Y | +22.9% | +3.3% | +19.6% | +20.1% |
| 3Y | +82.1% | +213.7% | -131.6% | +50.4% |
| 5Y | +11.0% | -58.5% | +69.6% | -10.9% |
| All | +44.1% | -25.1% | +69.1% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling