+27.9%
FLUT vs KEEL
+312.2%
-284.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.2% |
| 7D | +3.8% | +21.5% | -17.7% | +2.8% |
| 30D | +6.3% | -3.9% | +10.2% | +6.2% |
| 3M | -4.0% | -34.1% | +30.0% | -2.9% |
| 6M | -10.3% | +82.8% | -93.1% | -14.6% |
| YTD | -53.2% | +58.7% | -111.9% | -55.3% |
| 1Y | -65.0% | +191.4% | -256.4% | -68.0% |
| 3Y | -43.9% | +205.7% | -249.6% | -50.7% |
| 5Y | -49.2% | -37.0% | -12.3% | -54.9% |
| All | +27.9% | +312.2% | -284.3% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling