-8.0%
FLUT vs KEYS
+13.9%
-21.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -1.1% |
| 7D | -3.6% | +0.9% | -4.5% | -3.3% |
| 30D | -0.3% | -5.3% | +4.9% | -1.2% |
| 3M | -12.6% | +0.5% | -13.1% | -12.8% |
| 6M | -8.0% | +14.0% | -22.0% | -17.1% |
| All | -8.0% | +13.9% | -21.9% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling