+0.3%
KDP vs FLNC
-70.4%
+70.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -3.7% | -4.1% | +0.4% | -3.7% |
| 30D | +6.2% | -24.8% | +31.0% | +6.3% |
| 3M | +1.2% | -59.1% | +60.3% | +1.7% |
| 6M | +15.3% | -42.0% | +57.3% | +15.2% |
| YTD | +14.8% | -49.8% | +64.6% | +14.6% |
| 1Y | +17.6% | +43.1% | -25.5% | +15.2% |
| 3Y | +2.1% | -61.0% | +63.1% | +1.2% |
| All | +0.3% | -70.4% | +70.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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