+25.0%
FLEX vs KMX
+35.0%
-10.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.3% | -15.6% | -13.1% |
| 7D | -17.0% | +2.1% | -19.1% | -17.6% |
| 30D | -33.8% | +0.5% | -34.4% | -34.1% |
| 3M | -39.0% | -4.1% | -34.9% | -38.8% |
| 6M | -15.9% | +49.5% | -65.4% | -25.5% |
| YTD | +27.8% | +42.7% | -14.9% | +12.8% |
| 1Y | +25.0% | +35.3% | -10.3% | +10.5% |
| All | +25.0% | +35.0% | -10.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling