+3.0%
FLR vs KMX
+35.0%
-32.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.4% |
| 7D | +1.4% | +2.1% | -0.8% | +0.9% |
| 30D | -5.9% | +0.5% | -6.4% | -6.2% |
| 3M | -7.6% | -4.1% | -3.5% | -7.4% |
| 6M | -9.3% | +49.5% | -58.8% | -18.9% |
| YTD | +20.1% | +42.7% | -22.6% | +7.0% |
| 1Y | +3.0% | +35.3% | -32.3% | -7.9% |
| All | +3.0% | +35.0% | -32.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling