-63.2%
FLUT vs KEEL
-45.0%
-18.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.3% |
| 7D | +4.2% | -13.6% | +17.7% | +4.6% |
| 30D | +8.0% | -39.1% | +47.1% | +9.6% |
| 3M | -22.1% | -48.9% | +26.8% | -20.5% |
| 6M | -21.7% | -35.4% | +13.7% | -23.4% |
| YTD | -62.0% | -10.6% | -51.3% | -65.3% |
| 1Y | -63.2% | -45.3% | -17.9% | -63.0% |
| All | -63.2% | -45.0% | -18.2% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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