+3,035.6%
FLEX vs KMX
+368.0%
+2,667.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.2% |
| 7D | -19.3% | -7.4% | -11.9% | -17.6% |
| 30D | -41.5% | -3.4% | -38.2% | -41.2% |
| 3M | -43.1% | -11.3% | -31.8% | -41.5% |
| 6M | -48.2% | +30.6% | -78.8% | -53.0% |
| YTD | +15.5% | +33.2% | -17.7% | +3.2% |
| 1Y | +10.2% | +66.7% | -56.5% | -8.3% |
| 3Y | +256.8% | -22.1% | +278.9% | +259.9% |
| 5Y | +408.2% | -66.7% | +474.9% | +532.0% |
| 10Y | +580.9% | +1.9% | +578.9% | +489.6% |
| All | +3,035.6% | +368.0% | +2,667.6% | +1,214.5% |
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