-61.2%
KWEB vs AFRM
-20.4%
-40.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.4% |
| 7D | -1.0% | -7.0% | +5.9% | +0.1% |
| 30D | -8.7% | -7.8% | -0.9% | -7.7% |
| 3M | -4.0% | +5.3% | -9.3% | -5.5% |
| 6M | -13.1% | +42.6% | -55.8% | -19.3% |
| YTD | -23.5% | -2.8% | -20.7% | -24.6% |
| 1Y | -27.2% | -19.3% | -7.8% | -26.6% |
| 3Y | -2.1% | +231.0% | -233.1% | -32.0% |
| 5Y | -40.8% | -22.2% | -18.5% | -56.7% |
| All | -61.2% | -20.4% | -40.8% | -72.0% |
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