+25.5%
FLEX vs KMX
+60.0%
-34.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.3% | +4.0% |
| 7D | +2.2% | -2.3% | +4.5% | +3.0% |
| 30D | -32.6% | +6.3% | -39.0% | -34.0% |
| 3M | -35.5% | -7.4% | -28.1% | -34.5% |
| 6M | -45.6% | +37.9% | -83.5% | -52.3% |
| YTD | +30.7% | +39.5% | -8.8% | +9.3% |
| All | +25.5% | +60.0% | -34.4% | +0.2% |
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 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