+303.1%
FLEX vs KMB
+2.0%
+301.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +3.3% |
| 7D | +2.2% | +0.1% | +2.2% | +2.3% |
| 30D | -32.6% | +10.2% | -42.9% | -30.7% |
| 3M | -35.5% | +1.5% | -37.0% | -34.7% |
| 6M | -45.6% | +16.6% | -62.2% | -43.8% |
| YTD | +30.7% | +12.1% | +18.6% | +34.2% |
| 1Y | +28.4% | +11.1% | +17.3% | +31.6% |
| All | +303.1% | +2.0% | +301.1% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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