+4,820.9%
FLEX vs KMX
+475.4%
+4,345.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | -0.9% | +1.9% | -2.8% | -1.5% |
| 30D | -10.1% | +11.7% | -21.8% | -13.3% |
| 3M | -31.3% | +34.9% | -66.2% | -37.7% |
| 6M | +71.3% | +50.3% | +21.0% | +49.4% |
| YTD | +81.2% | +63.8% | +17.5% | +53.1% |
| 1Y | +98.5% | +3.8% | +94.7% | +88.0% |
| 3Y | +428.2% | -24.3% | +452.5% | +437.0% |
| 5Y | +657.3% | -50.2% | +707.5% | +735.4% |
| 10Y | +995.9% | +5.4% | +990.5% | +840.3% |
| All | +4,820.9% | +475.4% | +4,345.5% | +1,850.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling