+35.4%
FLR vs KMX
+5.0%
+30.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.4% | -2.5% |
| 7D | +5.4% | +1.9% | +3.5% | +5.0% |
| 30D | +11.4% | +11.7% | -0.3% | +8.6% |
| 3M | +11.4% | +34.9% | -23.5% | +3.5% |
| 6M | +16.6% | +50.3% | -33.6% | +4.3% |
| YTD | +41.7% | +63.8% | -22.1% | +23.7% |
| 1Y | +35.4% | +3.8% | +31.6% | +27.6% |
| All | +35.4% | +5.0% | +30.4% | +27.6% |
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