-49.8%
FLUT vs KEY
+13.1%
-62.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.7% | +2.9% | -3.6% | -1.6% |
| 30D | +9.3% | +8.4% | +0.8% | +6.5% |
| 3M | -17.5% | -5.8% | -11.7% | -16.0% |
| 6M | -14.6% | +5.4% | -20.1% | -16.4% |
| YTD | -62.3% | +7.1% | -69.3% | -63.2% |
| 1Y | -59.6% | +26.8% | -86.4% | -62.6% |
| 3Y | -45.3% | +128.7% | -174.0% | -57.9% |
| All | -49.8% | +13.1% | -62.9% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling