-72.3%
FLNC vs KMX
-56.0%
-16.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.5% |
| 7D | -5.0% | -3.4% | -1.6% | -3.3% |
| 30D | -26.1% | +4.0% | -30.1% | -28.1% |
| 3M | -55.2% | +24.8% | -80.0% | -61.4% |
| 6M | -42.6% | +43.6% | -86.2% | -56.0% |
| YTD | -51.0% | +56.6% | -107.6% | -64.6% |
| 1Y | +43.3% | +2.2% | +41.1% | +29.6% |
| 3Y | -63.4% | -25.4% | -38.0% | -60.4% |
| All | -72.3% | -56.0% | -16.4% | -58.7% |
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