+231.3%
FLR vs KMX
-54.8%
+286.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | -3.5% | -3.1% | -0.4% | -2.6% |
| 30D | +4.2% | +4.4% | -0.3% | +2.6% |
| 3M | +8.1% | +18.9% | -10.8% | +1.7% |
| 6M | +21.5% | +44.3% | -22.8% | +6.7% |
| YTD | +36.8% | +58.7% | -21.9% | +15.9% |
| 1Y | +31.2% | +0.1% | +31.1% | +26.1% |
| 3Y | +53.9% | -24.4% | +78.3% | +57.3% |
| All | +231.3% | -54.8% | +286.1% | +295.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling