-26.1%
FLUT vs KEY
+121.9%
-148.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | 0.0% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +2.8% | +7.2% | -4.4% | +1.8% |
| 3M | -13.5% | -4.9% | -8.6% | -12.9% |
| 6M | -19.0% | +1.1% | -20.0% | -19.2% |
| YTD | -61.9% | +6.8% | -68.7% | -62.2% |
| 1Y | -63.2% | +23.3% | -86.5% | -64.2% |
| 3Y | -46.0% | +126.1% | -172.1% | -50.5% |
| 5Y | -51.8% | +15.2% | -67.0% | -55.0% |
| 10Y | -26.1% | +113.6% | -139.6% | -20.6% |
| All | -26.1% | +121.9% | -148.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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