-65.9%
KWEB vs AFRM
-27.6%
-38.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | -7.5% | -5.5% | -2.0% | -6.6% |
| 30D | -7.3% | -15.5% | +8.1% | -4.9% |
| 3M | -16.8% | -10.3% | -6.5% | -15.8% |
| 6M | -21.4% | +0.6% | -22.0% | -22.5% |
| YTD | -32.7% | -11.5% | -21.2% | -32.9% |
| 1Y | -38.2% | -16.6% | -21.6% | -38.0% |
| 3Y | -4.8% | +193.5% | -198.4% | -31.8% |
| 5Y | -47.1% | -55.8% | +8.7% | -58.4% |
| All | -65.9% | -27.6% | -38.3% | -75.1% |
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