-5.9%
KWEB vs AFRM
+192.6%
-198.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -7.8% | -4.4% | -3.4% | -7.4% |
| 30D | -6.4% | -7.7% | +1.2% | -5.7% |
| 3M | -14.6% | -16.9% | +2.3% | -13.2% |
| 6M | -25.0% | +2.5% | -27.5% | -25.8% |
| YTD | -32.7% | -12.5% | -20.1% | -32.8% |
| 1Y | -37.3% | -11.0% | -26.3% | -37.6% |
| 3Y | -5.9% | +184.6% | -190.5% | -18.9% |
| All | -5.9% | +192.6% | -198.5% | -18.9% |
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 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