+1,033.9%
FLEX vs KMX
+10.2%
+1,023.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | +0.1% | -3.4% | +3.5% | +1.3% |
| 30D | -11.8% | +4.0% | -15.8% | -13.4% |
| 3M | -22.6% | +24.8% | -47.4% | -29.5% |
| 6M | +77.3% | +43.6% | +33.7% | +51.2% |
| YTD | +78.8% | +56.6% | +22.1% | +46.1% |
| 1Y | +86.1% | +2.2% | +83.8% | +74.5% |
| 3Y | +446.2% | -25.4% | +471.7% | +460.3% |
| 5Y | +689.7% | -55.0% | +744.7% | +851.3% |
| All | +1,033.9% | +10.2% | +1,023.8% | +865.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling