+451.9%
FLR vs KMX
+2,928.5%
-2,476.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.3% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -0.7% | +4.1% | -4.8% | -2.4% |
| 3M | +14.3% | +27.5% | -13.2% | +3.8% |
| 6M | +25.6% | +43.6% | -18.0% | +8.1% |
| YTD | +42.9% | +56.8% | -13.9% | +18.5% |
| 1Y | +38.7% | -1.3% | +40.1% | +32.3% |
| 3Y | +61.8% | -25.4% | +87.2% | +65.5% |
| 5Y | +254.1% | -53.9% | +308.0% | +304.5% |
| 10Y | +20.0% | +0.7% | +19.4% | +2.9% |
| All | +451.9% | +2,928.5% | -2,476.6% | +191.0% |
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