+2,054.3%
FLUT vs KMX
+691.1%
+1,363.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | +7.7% | +11.7% | -3.9% | +6.8% |
| 3M | -0.7% | +34.9% | -35.6% | -3.1% |
| 6M | -11.2% | +50.3% | -61.4% | -14.3% |
| YTD | -53.4% | +63.8% | -117.2% | -55.4% |
| 1Y | -65.8% | +3.8% | -69.6% | -66.2% |
| 3Y | -44.9% | -24.3% | -20.7% | -44.8% |
| 5Y | -49.7% | -50.2% | +0.5% | -49.0% |
| 10Y | -9.7% | +5.4% | -15.1% | -11.5% |
| All | +2,054.3% | +691.1% | +1,363.1% | +1,818.5% |
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 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