+2,054.3%
FLUT vs KEY
+119.7%
+1,934.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | +7.7% | -3.0% | +10.8% | +7.9% |
| 3M | -0.7% | +3.3% | -4.0% | -0.9% |
| 6M | -11.2% | +9.2% | -20.4% | -11.7% |
| YTD | -53.4% | +10.6% | -64.1% | -53.7% |
| 1Y | -65.8% | +20.4% | -86.2% | -66.1% |
| 3Y | -44.9% | +121.8% | -166.8% | -47.1% |
| 5Y | -49.7% | +41.1% | -90.8% | -51.2% |
| 10Y | -9.7% | +168.5% | -178.2% | -14.0% |
| All | +2,054.3% | +119.7% | +1,934.5% | +1,944.4% |
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