+726.2%
FLEX vs KMX
-52.4%
+778.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +5.7% |
| 7D | +7.0% | -0.7% | +7.7% | +7.1% |
| 30D | -5.8% | +4.1% | -9.9% | -7.2% |
| 3M | -24.2% | +27.5% | -51.7% | -30.2% |
| 6M | +90.8% | +43.6% | +47.2% | +67.6% |
| YTD | +89.2% | +56.8% | +32.4% | +60.9% |
| 1Y | +104.7% | -1.3% | +106.0% | +96.9% |
| 3Y | +478.1% | -25.4% | +503.5% | +493.6% |
| 5Y | +726.2% | -53.9% | +780.1% | +846.2% |
| All | +726.2% | -52.4% | +778.6% | +846.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling