+47.2%
FLUT vs KEYS
+1,067.2%
-1,020.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.4% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | -0.3% | -5.3% | +4.9% | +0.3% |
| 3M | -12.6% | +0.5% | -13.1% | -13.4% |
| 6M | -8.0% | +14.0% | -22.0% | -11.1% |
| YTD | -54.1% | +60.3% | -114.4% | -58.5% |
| 1Y | -66.1% | +91.3% | -157.4% | -70.3% |
| 3Y | -45.0% | +146.1% | -191.2% | -54.0% |
| 5Y | -51.2% | +80.8% | -132.0% | -58.6% |
| 10Y | -11.0% | +1,002.8% | -1,013.8% | -24.5% |
| All | +47.2% | +1,067.2% | -1,020.0% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling