+19.6%
FLEX vs KMX
+69.2%
-49.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -13.6% | +1.5% | -15.1% | -13.9% |
| 30D | -36.5% | +3.0% | -39.5% | -37.2% |
| 3M | -36.4% | -7.8% | -28.6% | -35.3% |
| 6M | -46.5% | +34.3% | -80.8% | -52.6% |
| YTD | +25.9% | +40.2% | -14.3% | +6.0% |
| 1Y | +19.6% | +63.0% | -43.4% | -2.6% |
| All | +19.6% | +69.2% | -49.6% | -2.6% |
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