+1,658.1%
FLUT vs KEY
+106.5%
+1,551.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | +7.7% | +5.1% | +2.6% | +7.4% |
| 3M | -12.2% | -7.1% | -5.1% | -11.8% |
| 6M | -17.6% | -4.4% | -13.2% | -17.4% |
| YTD | -62.0% | +4.0% | -66.0% | -62.1% |
| 1Y | -62.3% | +23.4% | -85.7% | -62.7% |
| 3Y | -52.0% | +113.9% | -165.9% | -53.8% |
| 5Y | -51.8% | +12.3% | -64.1% | -52.9% |
| 10Y | -26.3% | +125.5% | -151.8% | -29.3% |
| All | +1,658.1% | +106.5% | +1,551.6% | +1,574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling