+446.2%
FLEX vs KMB
-3.2%
+449.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -1.2% |
| 7D | +17.1% | -3.0% | +20.0% | +16.7% |
| 30D | -29.5% | +9.1% | -38.6% | -29.2% |
| 3M | -37.3% | -0.4% | -36.9% | -37.1% |
| 6M | -44.1% | +13.0% | -57.0% | -44.3% |
| YTD | +29.3% | +10.3% | +19.0% | +28.8% |
| 1Y | +24.2% | +8.2% | +15.9% | +23.7% |
| 3Y | +297.3% | +0.4% | +297.0% | +279.9% |
| 5Y | +446.2% | -2.7% | +448.9% | +421.4% |
| All | +446.2% | -3.2% | +449.4% | +421.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling