+256.8%
FLEX vs KMB
+2.8%
+254.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.0% |
| 7D | -19.3% | +0.5% | -19.8% | -18.9% |
| 30D | -41.5% | +12.4% | -53.9% | -39.6% |
| 3M | -43.1% | +1.0% | -44.1% | -42.4% |
| 6M | -48.2% | +12.1% | -60.4% | -46.7% |
| YTD | +15.5% | +11.6% | +3.9% | +18.5% |
| 1Y | +10.2% | +13.1% | -2.9% | +13.4% |
| 3Y | +256.8% | +1.6% | +255.2% | +249.0% |
| All | +256.8% | +2.8% | +254.0% | +249.0% |
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