-63.2%
FLUT vs KEYS
+55.9%
-119.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -3.0% |
| 7D | +4.2% | -14.8% | +18.9% | +2.5% |
| 30D | +8.0% | -25.6% | +33.6% | +5.3% |
| 3M | -22.1% | -16.2% | -5.8% | -23.2% |
| 6M | -21.7% | -18.6% | -3.1% | -22.7% |
| YTD | -62.0% | +40.7% | -102.7% | -67.3% |
| 1Y | -63.2% | +59.6% | -122.8% | -70.4% |
| All | -63.2% | +55.9% | -119.1% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling