-9.3%
FLUT vs KEYS
+1,049.9%
-1,059.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.3% |
| 7D | +0.4% | +3.5% | -3.0% | -0.1% |
| 30D | +2.5% | -4.5% | +7.0% | +3.1% |
| 3M | -9.2% | -0.4% | -8.8% | -9.9% |
| 6M | -8.2% | +19.1% | -27.4% | -12.4% |
| YTD | -53.2% | +66.7% | -119.9% | -58.5% |
| 1Y | -65.6% | +96.5% | -162.0% | -70.5% |
| 3Y | -43.6% | +155.2% | -198.7% | -54.2% |
| 5Y | -50.3% | +88.0% | -138.3% | -59.0% |
| All | -9.3% | +1,049.9% | -1,059.2% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling