-44.4%
FLUT vs KEY
+126.4%
-170.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +3.4% | +6.9% | -3.4% | +0.8% |
| 3M | -12.5% | -5.0% | -7.5% | -10.9% |
| 6M | -18.5% | +0.7% | -19.2% | -19.2% |
| YTD | -61.6% | +6.5% | -68.1% | -62.7% |
| 1Y | -64.1% | +22.6% | -86.7% | -66.9% |
| All | -44.4% | +126.4% | -170.7% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling