-11.0%
FLUT vs KMX
+10.2%
-21.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -3.6% | -3.4% | -0.2% | -3.1% |
| 30D | -0.3% | +4.0% | -4.4% | -1.0% |
| 3M | -12.6% | +24.8% | -37.4% | -15.8% |
| 6M | -8.0% | +43.6% | -51.6% | -13.7% |
| YTD | -54.1% | +56.6% | -110.7% | -57.7% |
| 1Y | -66.1% | +2.2% | -68.4% | -66.9% |
| 3Y | -45.0% | -25.4% | -19.6% | -44.3% |
| 5Y | -51.2% | -55.0% | +3.8% | -49.1% |
| All | -11.0% | +10.2% | -21.2% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling