-43.5%
KWEB vs AFRM
-22.6%
-20.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.3% |
| 7D | -3.6% | -8.0% | +4.4% | -2.2% |
| 30D | -14.9% | -9.8% | -5.1% | -13.6% |
| 3M | -5.4% | +4.7% | -10.1% | -6.8% |
| 6M | -18.9% | +34.1% | -53.0% | -24.1% |
| YTD | -27.2% | -8.4% | -18.8% | -27.6% |
| 1Y | -34.2% | -22.9% | -11.3% | -33.1% |
| 3Y | +0.6% | +203.3% | -202.7% | -30.7% |
| 5Y | -43.5% | -26.0% | -17.5% | -58.4% |
| All | -43.5% | -22.6% | -20.9% | -58.4% |
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