-26.8%
FLUT vs KMX
-2.3%
-24.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -0.7% | +3.4% | -4.1% | -1.2% |
| 30D | +9.3% | +6.8% | +2.4% | +8.0% |
| 3M | -17.5% | -11.4% | -6.1% | -16.0% |
| 6M | -14.6% | +43.6% | -58.2% | -19.7% |
| YTD | -62.3% | +37.7% | -100.0% | -64.6% |
| 1Y | -59.6% | +53.0% | -112.6% | -62.8% |
| 3Y | -45.3% | -16.3% | -29.0% | -45.2% |
| 5Y | -50.4% | -64.2% | +13.8% | -46.7% |
| All | -26.8% | -2.3% | -24.5% | -24.5% |
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