-63.2%
FLUT vs KMX
+35.0%
-98.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.8% |
| 7D | +4.2% | +2.1% | +2.0% | +3.8% |
| 30D | +8.0% | +0.5% | +7.5% | +7.8% |
| 3M | -22.1% | -4.1% | -18.0% | -21.8% |
| 6M | -21.7% | +49.5% | -71.2% | -24.9% |
| YTD | -62.0% | +42.7% | -104.7% | -63.5% |
| 1Y | -63.2% | +35.3% | -98.5% | -64.7% |
| All | -63.2% | +35.0% | -98.1% | -64.7% |
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 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