-34.9%
KWEB vs AFRM
-24.5%
-10.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -4.3% | -8.5% | +4.2% | -3.4% |
| 30D | -13.0% | -11.4% | -1.6% | -12.0% |
| 3M | -7.6% | +8.2% | -15.8% | -8.9% |
| 6M | -21.1% | +36.6% | -57.7% | -25.0% |
| YTD | -28.2% | -8.7% | -19.6% | -29.1% |
| 1Y | -34.9% | -19.9% | -15.0% | -34.3% |
| All | -34.9% | -24.5% | -10.4% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling