+26.1%
FLUT vs KEEL
+309.9%
-283.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -2.6% | +19.3% | -21.9% | -3.5% |
| 30D | +5.4% | +9.1% | -3.8% | +4.7% |
| 3M | -10.8% | -31.5% | +20.8% | -9.8% |
| 6M | -9.2% | +75.8% | -85.0% | -13.4% |
| YTD | -53.8% | +57.9% | -111.7% | -55.9% |
| 1Y | -66.0% | +133.3% | -199.3% | -68.5% |
| 3Y | -44.7% | +204.1% | -248.8% | -51.3% |
| 5Y | -50.6% | -37.5% | -13.0% | -56.1% |
| All | +26.1% | +309.9% | -283.8% | +8.0% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling