+282.7%
FLEX vs KR
+72.2%
+210.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -3.3% |
| 7D | +7.5% | +4.6% | +2.9% | +9.8% |
| 30D | -25.3% | +12.2% | -37.5% | -20.4% |
| 3M | -39.7% | +24.6% | -64.2% | -32.5% |
| 6M | -47.9% | +8.2% | -56.0% | -43.5% |
| YTD | +24.1% | +15.3% | +8.8% | +36.4% |
| 1Y | +26.0% | +9.8% | +16.2% | +37.4% |
| 3Y | +282.7% | +71.4% | +211.3% | +317.1% |
| All | +282.7% | +72.2% | +210.5% | +317.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling