+1,033.9%
FLEX vs KR
+123.5%
+910.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | -11.8% | +1.9% | -13.7% | -11.8% |
| 3M | -22.6% | -11.0% | -11.5% | -22.3% |
| 6M | +77.3% | -20.2% | +97.5% | +78.8% |
| YTD | +78.8% | -7.3% | +86.0% | +77.9% |
| 1Y | +86.1% | -13.1% | +99.2% | +86.0% |
| 3Y | +446.2% | +29.7% | +416.5% | +414.1% |
| 5Y | +689.7% | +48.8% | +640.9% | +622.9% |
| All | +1,033.9% | +123.5% | +910.5% | +864.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling