+5,389.6%
FLEX vs KR
+3,157.1%
+2,232.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.3% |
| 7D | +7.5% | +4.6% | +2.9% | +6.5% |
| 30D | -25.3% | +12.2% | -37.5% | -27.2% |
| 3M | -39.7% | +24.6% | -64.2% | -42.7% |
| 6M | -47.9% | +8.2% | -56.0% | -49.5% |
| YTD | +24.1% | +15.3% | +8.8% | +17.7% |
| 1Y | +26.0% | +9.8% | +16.2% | +20.5% |
| 3Y | +282.7% | +71.4% | +211.3% | +222.5% |
| 5Y | +424.2% | +85.1% | +339.2% | +325.0% |
| 10Y | +613.8% | +159.4% | +454.4% | +400.0% |
| All | +5,389.6% | +3,157.1% | +2,232.5% | +2,254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling